Learning Optimal Controllers for Linear Systems With Multiplicative Noise via Policy Gradient

DOI10.1109/TAC.2020.3037046OpenAlexW3098412154MaRDI QIDQ5033818

Peyman Mohajerin Esfahani, Benjamin Gravell, Tyler H. Summers

Publication date: 24 February 2022

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2020.3037046

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (4)

Identification of linear systems with multiplicative noise from multiple trajectory data ⋮ Decentralised fully probabilistic design for stochastic networks with multiplicative noise ⋮ A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning ⋮ Model-free optimal control of discrete-time systems with additive and multiplicative noises

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