Constrained Infinite-Horizon Linear Quadratic Regulation of Discrete-Time Systems.

Ji-Woong Lee Pramod P. Khargonekar

Published in: IEEE Trans. Autom. Control. (2007)

Keyphrases

infinite horizon
optimal control
linear quadratic
finite horizon
dynamic programming
optimal policy
long run
markov decision process
single item
reinforcement learning
special case
sufficient conditions
lead time
average cost