Reinforcement Learning for Adaptive Optimal Stationary Control of Linear Stochastic Systems.
Bo PangZhong-Ping JiangPublished in: IEEE Trans. Autom. Control. (2023)
Keyphrases
- stochastic systems
- optimal control
- reinforcement learning
- control problems
- adaptive control
- dynamic programming
- non stationary
- control system
- worst case
- function approximation
- sample path
- stochastic models
- chaotic systems
- control strategy
- markov decision processes
- learning algorithm
- confidence intervals
- control method
- average cost
- machine learning
- training set