Finite-horizon LQ control for unknown discrete-time linear systems via extremum seeking.
Paul FrihaufMiroslav KrsticTamer BasarPublished in: CDC (2012)
Keyphrases
- linear systems
- finite horizon
- control theory
- infinite horizon
- optimal control
- optimal policy
- dynamical systems
- optimal stopping
- sufficient conditions
- control policies
- single product
- markov decision processes
- multistage
- control system
- inventory control
- markov decision process
- long run
- sparse linear systems
- machine learning
- control method
- coefficient matrix
- control strategy
- yield management
- pid controller
- markov chain
- dead zone
- decision making