Policy Algebraic Equation for the LQR and the H∞ Control Problems.
Mario SassanoPublished in: IEEE Control. Syst. Lett. (2024)
Keyphrases
- control problems
- optimal control
- hamilton jacobi bellman
- stochastic control
- infinite horizon
- continuous state spaces
- reinforcement learning
- queueing systems
- linear quadratic
- dynamic programming
- policy iteration
- control strategy
- adaptive control
- optimal policy
- control law
- reinforcement learning methods
- differential equations
- brownian motion
- partially observable
- difference equations
- markov decision process
- mathematical model
- numerical solution
- machine learning