The generalized continuous algebraic Riccati equation and impulse-free continuous-time LQ optimal control.
Augusto FerranteLorenzo NtogramatzidisPublished in: Autom. (2014)
Keyphrases
- optimal control
- optimal control problems
- hamilton jacobi bellman
- control problems
- dynamic programming
- control strategy
- differential equations
- feedback control
- hamilton jacobi
- risk sensitive
- control law
- infinite horizon
- class of nonlinear systems
- brownian motion
- reinforcement learning
- lyapunov function
- mathematical model
- data mining
- linear quadratic
- numerical solution
- neural network