A reinforcement learning-based scheme for direct adaptive optimal control of linear stochastic systems

DOI10.1002/oca.915zbMath1204.93134OpenAlexW2148081050MaRDI QIDQ3057015

Lee, Jay H., Wee Chin Wong

Publication date: 24 November 2010

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.915

zbMATH Keywords

linear systemsreinforcement learningstochastic adaptive optimal control

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (2)

Optimal control of unknown discrete-time linear systems with additive noise ⋮ Optimal tracking control for discrete‐time modal persistent dwell time switched systems based on Q‐learning

Cites Work

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• Model-free \(Q\)-learning designs for linear discrete-time zero-sum games with application to \(H^\infty\) control
• Adaptive critic methods for stochastic systems with input-dependent noise
• Robust control of ill-conditioned plants: high-purity distillation
• Iterative LQG Controller Design Through Closed-Loop Identification

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