Robust Policy Iteration for Continuous-time Linear Quadratic Regulation.

Bo Pang Tao Bian Zhong-Ping Jiang

Published in: CoRR (2020)

Keyphrases

optimal control
policy iteration
linear quadratic
markov decision processes
dynamical systems
optimal policy
infinite horizon
dynamic programming
reinforcement learning
sufficient conditions
least squares
fixed point
linear programming
markov chain
real time
control strategy
state space
model free