Optimal control of linear systems with stochastic parameters for variance suppression.
Kenji FujimotoYuhei OtaMakishi NakayamaPublished in: CDC/ECC (2011)
Keyphrases
- optimal control
- linear systems
- optimal control problems
- control theory
- brownian motion
- linear quadratic
- dynamical systems
- control problems
- sufficient conditions
- stochastic control
- dynamic programming
- reinforcement learning
- feedback control
- coefficient matrix
- infinite horizon
- control strategy
- expectation maximization
- search space
- gaussian model
- lyapunov function
- control law
- genetic algorithm ga
- fuzzy sets
- multi objective
- sparse linear systems