Value iteration algorithm for continuous-time linear quadratic stochastic optimal control problems.

Guangchen Wang Heng Zhang

Published in: Sci. China Inf. Sci. (2024)

Keyphrases

optimal control
optimal control problems
dynamic programming
learning algorithm
computational complexity
optimal solution
search space
dynamical systems
linear quadratic
np hard
real time
recognition algorithm
objective function
state space
em algorithm
markov decision processes
image segmentation