Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems

DOI10.1016/S0005-1098(01)00215-1zbMath0991.93124OpenAlexW2179469667MaRDI QIDQ1596471

Julio C. C. Aya, Oswaldo L. V. Costa

Publication date: 1 September 2002

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(01)00215-1

zbMATH Keywords

optimal controlMonte Carlo simulationsMarkovian decision processesdiscrete-time Markovian jump linear systems\(TD(\lambda)\) algorithmsinfinite horizon linear regulator problem

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40)

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Composite anti-disturbance control for Markovian jump nonlinear systems via disturbance observer

Cites Work

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