On a Stochastic Fundamental Lemma and Its Use for Data-Driven Optimal Control.
Guanru PanRuchuan OuTimm FaulwasserPublished in: IEEE Trans. Autom. Control. (2023)
Keyphrases
- optimal control
- data driven
- optimal control problems
- brownian motion
- control problems
- stochastic control
- dynamic programming
- class of nonlinear systems
- risk sensitive
- feedback control
- reinforcement learning
- control strategy
- linear quadratic
- infinite horizon
- production planning
- control theory
- control law
- lyapunov function
- optimal solution