optimal control for a wide class of discrete-time linear stochastic systems.
Vasile DraganToader MorozanPublished in: Int. J. Syst. Sci. (2009)
Keyphrases
- optimal control
- wide class
- linear quadratic
- stochastic systems
- optimal control problems
- control problems
- dynamic programming
- euclidean space
- sample path
- stochastic models
- closed loop
- reinforcement learning
- policy iteration
- infinite horizon
- markov chain
- confidence intervals
- control law
- control strategy
- average cost
- dynamical systems
- shape analysis
- dimensionality reduction
- image processing