Coprime Factorization and Optimal Control on the Doubly Infinite Discrete Time Axis.
Mark R. OpmeerOlof J. StaffansPublished in: SIAM J. Control. Optim. (2012)
Keyphrases
- optimal control
- optimal control problems
- linear quadratic
- control problems
- feedback control
- dynamic programming
- control strategy
- reinforcement learning
- matrix factorization
- risk sensitive
- infinite horizon
- class of nonlinear systems
- lyapunov function
- markov chain
- data mining
- control law
- production planning
- finite state
- control theory
- closed loop
- infinite dimensional
- markov processes
- brownian motion
- hamilton jacobi bellman