Stochastic Linear-Quadratic Optimal Control with Partial Observation.

Jingrui Sun Jie Xiong

Published in: SIAM J. Control. Optim. (2023)

Keyphrases

linear quadratic
optimal control
optimal control problems
control problems
dynamic programming
brownian motion
vector valued
feedback control
control strategy
reinforcement learning
closed loop
infinite horizon
stochastic control
control scheme
dynamical systems
object detection
multiresolution
image processing