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

DOI10.1016/J.AUTOMATICA.2023.110917MaRDI QIDQ6164027zbMATH OpenOpenAlexFDO

Authors 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

distributed stochastic approximationmultiplicative noisestochastic controlunknown statistics

Mathematics Subject Classification ID

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

Recommendations

• A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
• scientific article; zbMATH DE number 2015377
• Stochastic linear quadratic optimal control for continuous-time systems based on policy iteration
• Stochastic linear quadratic regulation for discrete-time linear systems with input delay
• Optimal LQG controller for linear stochastic systems with unknown parameters

Cites work

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

Cited in

(7)

• On robust and optimal imperfect information state equipartitioning for network systems
• A framework for randomized time-splitting in linear-quadratic optimal control
• Efficient learning of distributed linear-quadratic control policies
• Stochastic linear quadratic control via random parameter‐dependent truncated balanced realization
• Optimal consensus control of discrete-time stochastic multi-agent systems
• Decentralized control for optimal LQ problems in stochastic systems with unknown uncertainties
• Distributed optimal consensus for stochastic fractional-order multi-agent systems: frequency distribution model approach

This page was built for publication: A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6164027)