Reinforcement learning for linear exponential quadratic Gaussian problem
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Publication:6540839
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Cites work
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
- A comprehensive survey on safe reinforcement learning
- Dynamic programming and optimal control. Vol. 2
- scientific article; zbMATH DE number 2136426 (Why is no real title available?)
- On a Matrix Riccati Equation of Stochastic Control
- On integral generalized policy iteration for continuous-time linear quadratic regulations
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
- Reinforcement Learning and Feedback Control: Using Natural Decision Methods to Design Optimal Adaptive Controllers
- Reinforcement learning. An introduction
- Risk-sensitive linear/quadratic/gaussian control
- Risk-sensitive reinforcement learning
- Stability and monotone convergence of generalised policy iteration for discrete-time linear quadratic regulations
- State-space formulae for all stabilizing controllers that satisfy an \(H_{\infty}\)-norm bound and relations to risk sensitivity
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