Model-free stochastic linear quadratic design by semidefinite programming
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Cites work
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A note on persistency of excitation
- Adaptive Dynamic Programming for Stochastic Systems With State and Control Dependent Noise
- Computational adaptive optimal control for continuous-time linear systems with completely unknown dynamics
- Dynamic programming and optimal control. Vol. 2
- Linear Matrix Inequalities in System and Control Theory
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Mean square stability conditions for discrete stochastic bilinear systems
- Model-free LQR design by Q-function learning
- Model-free design of stochastic LQR controller from a primal-dual optimization perspective
- Model-free optimal control of discrete-time systems with additive and multiplicative noises
- Primal-Dual Q-Learning Framework for LQR Design
- Robust Policy Iteration for Continuous-Time Linear Quadratic Regulation
- Stochastic linear-quadratic control via semidefinite programming
- \(\mathrm{H}_\infty\) control of linear discrete-time systems: off-policy reinforcement learning
- \({\mathcal Q}\)-learning
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