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Pathwise Turnpike and Dissipativity Results for Discrete-Time Stochastic Linear-Quadratic Optimal Control Problems.

Jonas SchießlRuchuan OuTimm FaulwasserMichael Heinrich BaumannLars Grüne
Published in: CDC (2023)
Keyphrases
  • optimal control problems
  • optimal control
  • linear quadratic
  • dynamic programming
  • control strategy
  • reinforcement learning
  • control law
  • infinite horizon
  • special case
  • dynamical systems
  • long run