Stochastic LQ-optimal control for 2-D systems.

Michael Sebek Frantisek J. Kraus

Published in: Multidimens. Syst. Signal Process. (1995)

Keyphrases

optimal control
optimal control problems
dynamic programming
control problems
brownian motion
risk sensitive
feedback control
reinforcement learning
stochastic control
control strategy
infinite horizon
control law
class of nonlinear systems
mathematical model
solving nonlinear
linear quadratic