Model-free design of stochastic LQR controller from a primal–dual optimization perspective
Man Li, Jiahu Qin, Wei Xing Zheng, Yaonan Wang, Yu Kang
Topics & Concepts
Karush–Kuhn–Tucker conditionsMathematical optimizationOptimization problemReinforcement learningConvex optimizationDuality (order theory)Stochastic optimizationLinear-quadratic regulatorDual (grammatical number)Computer sciencePerspective (graphical)MathematicsController (irrigation)Optimal controlRegular polygonArtificial intelligenceBiologyLiteratureArtGeometryDiscrete mathematicsAgronomyAdaptive Dynamic Programming ControlReinforcement Learning in RoboticsSmart Grid Energy Management