Reinforcement learning-based direct adaptive optimal control of JLQ model

MaRDI QIDQ3640629zbMATH OpenFDO

Authors Yan-Kai Xu, Xi Chen

Publication date 11 November 2009

zbMATH Keywords

\(Q\) functiondirect adaptive optimal controlMarkov jump linear systempolicy iteration

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55)

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Cited in

(13)

• Controlled interacting particle algorithms for simulation-based reinforcement learning
• Convergence results for an averaged LQR problem with applications to reinforcement learning
• Optimal control of dynamic systems using a new adjoining cell mapping method with reinforcement learning
• A reinforcement learning-based scheme for direct adaptive optimal control of linear stochastic systems
• Multiple Model-Based Reinforcement Learning
• Jointly learning environments and control policies with projected stochastic gradient ascent
• An output feedback reinforcement learning control method based on a reference model
• Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls
• Robust optimal well control using an adaptive multigrid reinforcement learning framework
• Model-free optimal tracking policies for Markov jump systems by solving non-zero-sum games
• Stochastic LQ optimal control for Markov jumping systems with multiplicative noise using reinforcement learning
• Reinforcement learning-based optimal control for Markov jump systems with completely unknown dynamics
• Model-based reinforcement learning for approximate optimal regulation

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