Optimal control for a scalar one-step linear system with additive Cauchy noise.
Moshe IdanAmir A. EmadzadehJason L. SpeyerPublished in: ACC (2010)
Keyphrases
- optimal control
- linear quadratic
- dynamic programming
- control problems
- vector valued
- risk sensitive
- infinite horizon
- class of nonlinear systems
- control strategy
- optimal control problems
- feedback control
- stochastic control
- lyapunov stability
- lyapunov function
- brownian motion
- real time
- actor critic
- linear systems
- machine learning