A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty

DOI10.1016/J.AUTOMATICA.2023.110917zbMath1520.93622OpenAlexW4321441928MaRDI QIDQ6164027

Zhaorong Zhang, Juanjuan Xu, Xun Li

Publication date: 30 June 2023

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2023.110917

zbMATH Keywords

stochastic controlmultiplicative noisedistributed stochastic approximationunknown statistics

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Cites Work

• Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities
• Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
• Robust output feedback control for linear stochastic systems in continuous time with time-varying parameters
• A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
• Performance of a Distributed Stochastic Approximation Algorithm
• Singular linear quadratic optimal control for singular stochastic discrete‐time systems

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