Optimal covariance control for stochastic linear systems subject to integral quadratic state constraints.
Efstathios BakolasPublished in: ACC (2016)
Keyphrases
- linear systems
- control theory
- sufficient conditions
- stochastic dynamic programming
- optimal control
- pairwise
- dynamical systems
- optimal solution
- control policy
- linear equations
- control system
- machine learning
- experimental data
- dynamic programming
- control policies
- coefficient matrix
- stochastic control
- integral equation
- real time
- sparse linear systems