Robust Reinforcement Learning for Stochastic Linear Quadratic Control with Multiplicative Noise

DOI10.1007/978-3-030-74628-5_9zbMath1480.93446OpenAlexW4230627193MaRDI QIDQ5018404

Bo Pang, Zhong-Ping Jiang

Publication date: 16 December 2021

Published in: Lecture Notes in Control and Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-74628-5_9

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Input-output approaches in control theory (93D25) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonlinear small-gain theorems for discrete-time feedback systems and applications
• Infinite horizon optimal control of linear discrete time systems with stochastic parameters
• Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations
• Reinforcement learning for optimal feedback control. A Lyapunov-based approach
• Discrete-time indefinite LQ control with state and control dependent noises
• Adaptive dynamic programming as a theory of sensorimotor control
• Approximate policy iteration: a survey and some new methods
• The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters
• Stabilization of some stochastic discrete–time control systems
• A Robust Adaptive Minimum Variance Controller
• Compensatability and optimal compensation of systems with white parameters
• The uncertainty threshold principle: Some fundamental limitations of optimal decision making under dynamic uncertainty
• Adaptive continuous-time linear quadratic Gaussian control
• Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
• Robust Adaptive Dynamic Programming
• Model-Free Robust Optimal Feedback Mechanisms of Biological Motor Control
• Continuous-Time Robust Dynamic Programming

This page was built for publication: Robust Reinforcement Learning for Stochastic Linear Quadratic Control with Multiplicative Noise