Stochastic linear quadratic optimal control for continuous-time systems based on policy iteration
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Publication:2992467
DOI10.13195/J.KZYJC.2014.0856zbMATH Open1349.93411MaRDI QIDQ2992467FDOQ2992467
Authors: Tao Wang, Huaguang Zhang 
Publication date: 10 August 2016
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Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)
Cited In (13)
- Iterative Procedures in Application of the LQG Approach to Control Problems for Polynomial Stochastic Systems
- On continuous-time constrained stochastic linear-quadratic control
- Controlled interacting particle algorithms for simulation-based reinforcement learning
- Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems
- Potential-based least-squares policy iteration for a parameterized feedback control system
- A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty
- Finite-time stochastic linear quadratic optimal control based on \(Q\)-learning
- Robust Policy Iteration for Continuous-Time Linear Quadratic Regulation
- Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
- Stochastic linear quadratic control via random parameter‐dependent truncated balanced realization
- Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems
- Policy iteration based feedback control
- Value iteration for LQR control of unknown stochastic-parameter linear systems
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