Model-free optimal control of discrete-time systems with additive and multiplicative noises
Jing Lai, Junlin Xiong, Zhan Shu
Topics & Concepts
Algebraic Riccati equationMultiplicative functionReinforcement learningOptimal controlDiscrete time and continuous timeMathematicsStochastic controlMathematical optimizationConvergence (economics)Iterative learning controlMarkov decision processController (irrigation)Control theory (sociology)Riccati equationComputer scienceControl (management)Markov processArtificial intelligenceStatisticsMathematical analysisDifferential equationBiologyEconomic growthAgronomyEconomicsAdaptive Dynamic Programming ControlReinforcement Learning in RoboticsFrequency Control in Power Systems