Linear Quadratic Optimal Control for Discrete-time Markov Jump Linear Systems.
Chunyan HanHongdan LiWei WangHuanshui ZhangPublished in: ICCA (2018)
Keyphrases
- linear quadratic
- linear systems
- optimal control
- markov chain
- dynamical systems
- dynamic programming
- sufficient conditions
- optimal control problems
- state space
- feedback control
- sparse linear systems
- control theory
- markov processes
- reinforcement learning
- conditional independence
- control strategy
- control law
- pid controller
- closed loop
- vector valued
- directed acyclic graph
- learning algorithm
- bayesian networks