Robust adaptive dynamic programming for continuous-time linear stochastic systems.

Tao Bian Zhong-Ping Jiang

Published in: ISIC (2014)

Keyphrases

stochastic systems
dynamic programming
stochastic models
optimal control
state space
conservation laws
stochastic processes
markov chain
sample path
least squares
confidence intervals
reinforcement learning
markov processes
optimal policy
markov decision processes
linear programming
bayesian networks