Optimal control for stochastic linear quadratic singular system with indefinite control cost and cross term using neural networks.
N. KumaresanP. BalasubramaniamPublished in: Neural Parallel Sci. Comput. (2008)
Keyphrases
- optimal control
- linear quadratic
- stochastic control
- control problems
- neural network
- optimal control problems
- average cost
- brownian motion
- feedback control
- dynamic programming
- control strategy
- infinite horizon
- reinforcement learning
- lyapunov function
- closed loop
- vector valued
- control law
- dynamical systems
- real time
- queueing systems
- control method
- wavelet transform
- control system