Robust value iteration for optimal control of discrete-time linear systems
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Cites work
- A Lyapunov characterization of robust policy optimization
- Adaptive linear quadratic control for stochastic discrete-time linear systems with unmeasurable multiplicative and additive noises
- Adaptive Optimal Control of Linear Discrete-Time Networked Control Systems with Two-Channel Stochastic Dropouts
- Convergence of Dynamic Programming on the Semidefinite Cone for Discrete-Time Infinite-Horizon LQR
- Finite-time bounds for fitted value iteration
- Freedman's inequality for matrix martingales
- High-dimensional statistics. A non-asymptotic viewpoint
- Invariant metrics, contractions and nonlinear matrix equations
- Kalman Filtering With Intermittent Observations
- Learning Optimal Controllers for Linear Systems With Multiplicative Noise via Policy Gradient
- Reinforcement Learning and Feedback Control: Using Natural Decision Methods to Design Optimal Adaptive Controllers
- Reinforcement learning. An introduction
- Relaxing Dynamic Programming
- Robust adaptive dynamic programming
- Robust adaptive dynamic programming for linear and nonlinear systems: an overview
- Stability Analysis of Optimal Adaptive Control Using Value Iteration With Approximation Errors
- Stochastic and adaptive optimal control of uncertain interconnected systems: a data-driven approach
- The contraction rate in Thompson's part metric of order-preserving flows on a cone -- application to generalized Riccati equations
- Theory of probability and random processes.
- Value Iteration for Continuous-Time Linear Time-Invariant Systems
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