Continuous time constrained linear quadratic regulator - convex duality approach.

Rafal Goebel Maxim V. Subbotin

Published in: ACC (2005)

Keyphrases

linear quadratic
optimal control
dynamical systems
closed loop
vector valued
dynamic programming
gaussian model
control strategy
reinforcement learning
convex optimization
moving objects
multiresolution
control system
state space
markov chain