Neural-network-based stochastic linear quadratic optimal tracking control scheme for unknown discrete-time systems using adaptive dynamic programming

DOI10.1007/S11768-021-00046-YzbMath1490.93129OpenAlexW3171050798MaRDI QIDQ2138901

Xin Chen, Fang Wang

Publication date: 17 May 2022

Published in: Control Theory and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11768-021-00046-y

zbMATH Keywords

neural networksstochastic systemadaptive dynamic programmingoptimal tracking control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Cites Work

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• Robust tracking in nonlinear systems
• Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
• Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
• Nonlinear inversion-based output tracking

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