On Optimal Control with Polynomial Cost Functions for Linear Systems with Time-Invariant Stochastic Parameters.
Yuji ItoKenji FujimotoPublished in: ACC (2021)
Keyphrases
- optimal control
- linear systems
- optimal control problems
- cost function
- control theory
- linear quadratic
- control problems
- dynamical systems
- brownian motion
- dynamic programming
- feedback control
- sufficient conditions
- stochastic control
- linear equations
- infinite horizon
- coefficient matrix
- control law
- control strategy
- reinforcement learning
- sparse linear systems
- differential equations
- interior point methods
- numerical solution
- production planning
- image restoration
- support vector