An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems (Q6138373)
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scientific article; zbMATH DE number 7734351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems |
scientific article; zbMATH DE number 7734351 |
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An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems (English)
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5 September 2023
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linear quadratic stochastic optimal control
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policy iteration
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model-free
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adaptive dynamic programming
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