Weighted Stochastic Riccati Equations for Generalization of Linear Optimal Control.
Yuji ItoKenji FujimotoYukihiro TadokoroPublished in: CoRR (2023)
Keyphrases
- optimal control
- linear quadratic
- optimal control problems
- brownian motion
- differential equations
- feedback control
- control problems
- dynamic programming
- control strategy
- infinite horizon
- risk sensitive
- dynamical systems
- closed loop
- linear systems
- stochastic control
- hamilton jacobi bellman
- class of nonlinear systems
- reinforcement learning
- angular velocity
- vector valued
- control law
- lyapunov function
- mathematical model
- linear programming
- gaussian model
- multistage
- markov chain