The role of the generalised continuous algebraic Riccati equation in impulse-free continuous-time singular LQ optimal control.
Augusto FerranteLorenzo NtogramatzidisPublished in: CDC (2013)
Keyphrases
- optimal control
- optimal control problems
- stochastic control
- hamilton jacobi bellman
- control problems
- risk sensitive
- dynamic programming
- control strategy
- feedback control
- differential equations
- reinforcement learning
- class of nonlinear systems
- brownian motion
- lyapunov function
- infinite horizon
- hamilton jacobi
- control law
- mathematical model
- linear quadratic
- neural network
- average cost
- nonlinear systems
- lot sizing