Stochastic linear-quadratic control problems with affine constraints.

Zhun Gou Nan-Jing Huang Xian-Jun Long Jian-hao Kang

Published in: Syst. Control. Lett. (2024)

Keyphrases

control problems
optimal control
linear quadratic
dynamic programming
stochastic control
reinforcement learning
brownian motion
control strategy
real time
control law
adaptive control
continuous state spaces
graphical models
closed loop
model selection