An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems
Heng Zhang
Topics & Concepts
MathematicsDynamic programmingLemma (botany)Optimal controlTheory of computationConvergence (economics)Mathematical optimizationState (computer science)Term (time)Stochastic controlTrajectoryQuadratic equationAlgorithmBiologyPhysicsEconomic growthEconomicsEcologyPoaceaeAstronomyGeometryQuantum mechanicsAdaptive Dynamic Programming ControlFrequency Control in Power SystemsOptimization and Variational Analysis