Stochastic LQ optimal control for Markov jumping systems with multiplicative noise using reinforcement learning

DOI10.1016/J.SYSCONLE.2024.105765MaRDI QIDQ6569396zbMATH OpenFDO

Authors Linwei Ye, Zhonggai Zhao, Fei Liu

Publication date 9 July 2024

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SYSCONLE.2024.105765

zbMATH Keywords

Markov jumping systemsmultiplicative noisereinforcement learningstochastic linear quadratic optimal control

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Learning and adaptive systems in artificial intelligence (68T05) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Recommendations

• Reinforcement learning-based direct adaptive optimal control of JLQ model
• Robust reinforcement learning for stochastic linear quadratic control with multiplicative noise
• Model-free optimal control of discrete-time systems with additive and multiplicative noises

Cites work

• Almost sure and moments stability of jump linear systems
• Decentralized control of power systems via robust control of uncertain Markov jump parameter systems
• Decentralized robust control of uncertain Markov jump parameter systems via output feedback
• Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
• Exponential stabilizability of stochastic systems with Markovian jumping parameters
• Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
• scientific article; zbMATH DE number 2136426 (Why is no real title available?)
• Jump LQR Systems With Unknown Transition Probabilities
• Network‐based robust event‐triggered control for continuous‐time uncertain semi‐Markov jump systems
• Online reinforcement learning multiplayer non-zero sum games of continuous-time Markov jump linear systems
• Robust control on saturated Markov jump systems with missing information
• Robust fault detection filter design for a class of discrete-time conic-type non-linear Markov jump systems with jump fault signals
• Robust fault detection of singular Markov jump systems with partially unknown information
• Stability results for discrete-time linear systems with Markovian jumping parameters
• Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design

Cited in

(7)

• Value iteration for LQR control of unknown stochastic-parameter linear systems
• Reinforcement learning for linear exponential quadratic Gaussian problem
• Optimal control for continuous-time Markov jump singularly perturbed systems: a hybrid reinforcement learning scheme
• Connecting stochastic optimal control and reinforcement learning
• Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems
• Successive over relaxation for model-free LQR control of discrete-time Markov jump systems
• Title not available (Why is no real title available?)

This page was built for publication: Stochastic LQ optimal control for Markov jumping systems with multiplicative noise using reinforcement learning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6569396)