Stochastic linear quadratic optimal control for continuous-time systems based on policy iteration
From MaRDI portal
(Redirected from Publication:2992467)
Recommendations
- On continuous-time constrained stochastic linear-quadratic control
- Finite-time stochastic linear quadratic optimal control based on Q-learning
- Policy iteration based feedback control
- Stochastic linear quadratic optimal control problem: from discrete to continuous time
- Temporal difference-based policy iteration for optimal control of stochastic systems
Cited in
(13)- On continuous-time constrained stochastic linear-quadratic control
- Iterative Procedures in Application of the LQG Approach to Control Problems for Polynomial Stochastic Systems
- 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
This page was built for publication: Stochastic linear quadratic optimal control for continuous-time systems based on policy iteration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2992467)
