Optimal control of unknown discrete-time linear systems with additive noise

DOI10.1007/s11424-023-1352-4zbMath1521.93209MaRDI QIDQ6076823

Shu-Jun Liu, Xue Yang

Publication date: 22 September 2023

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

optimal controldiscrete-time linear systemsstochastic adaptive dynamic programming

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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