Stochastic LQ optimal control for Markov jumping systems with multiplicative noise using reinforcement learning
DOI10.1016/J.SYSCONLE.2024.105765MaRDI QIDQ6569396FDOQ6569396
Authors: Linwei Ye, Zhonggai Zhao, Fei Liu 
Publication date: 9 July 2024
Published in: Systems \& Control Letters (Search for Journal in Brave)
multiplicative noisereinforcement learningstochastic linear quadratic optimal controlMarkov jumping systems
Learning and adaptive systems in artificial intelligence (68T05) Linear-quadratic optimal control problems (49N10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
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