Adaptive linear quadratic control for stochastic discrete-time linear systems with unmeasurable multiplicative and additive noises

DOI10.1109/TAC.2024.3399630MaRDI QIDQ6668015zbMATH OpenFDO

Authors Yi Jiang, Lu Liu, Gang Feng

Publication date 21 January 2025

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2024.3399630

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(3)

• Data-driven control for stochastic linear-quadratic optimal problem with completely unknown dynamics
• Robust value iteration for optimal control of discrete-time linear systems
• Adaptive optimal control of unknown stochastic discrete-time linear systems

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