Continuous-Time Robust Dynamic Programming
From MaRDI portal
Publication:5205609
DOI10.1137/18M1214147zbMath1429.93415arXiv1809.05867OpenAlexW2995552585MaRDI QIDQ5205609
Publication date: 13 December 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.05867
Sensitivity (robustness) (93B35) Adaptive control/observation systems (93C40) Dynamic programming (90C39) Optimal stochastic control (93E20)
Related Items (10)
Resilient reinforcement learning and robust output regulation under denial-of-service attacks ⋮ Human motor learning is robust to control-dependent noise ⋮ Adaptive Optimal Control of Linear Discrete-Time Networked Control Systems with Two-Channel Stochastic Dropouts ⋮ Robust optimal control of logical control networks with function perturbation ⋮ Specified convergence rate guaranteed output tracking of discrete-time systems via reinforcement learning ⋮ An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems ⋮ Adaptive optimal output regulation of linear discrete-time systems based on event-triggered output-feedback ⋮ Learning-based adaptive optimal output regulation of linear and nonlinear systems: an overview ⋮ Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge ⋮ Robust Reinforcement Learning for Stochastic Linear Quadratic Control with Multiplicative Noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Value iteration and adaptive dynamic programming for data-driven adaptive optimal control design
- Robust adaptive dynamic programming for linear and nonlinear systems: an overview
- Adaptive dynamic programming and optimal control of nonlinear nonaffine systems
- \(L_2\)-gain and passivity techniques in nonlinear control
- Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
- Continuous-time stochastic control and optimization with financial applications
- Nonlinear control systems. II
- Adaptive nonlinear control without overparametrization
- Nonlinear systems. Analysis, stability, and control
- Asynchronous stochastic approximation and Q-learning
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework
- Small-gain theorem for ISS systems and applications
- Stabilization in spite of matched unmodeled dynamics and equivalent definition of input-to-state stability
- Neural robust stabilization via event-triggering mechanism and adaptive learning technique
- Nonzero-sum differential games
- Further properties of nonzero-sum differential games
- Reinforcement Learning in Robust Markov Decision Processes
- Ergodic Control of Diffusion Processes
- Kronecker products and matrix calculus in system theory
- An analysis of temporal-difference learning with function approximation
- Adaptive Control Design and Analysis
- Robust pole placement in LMI regions
- Stochastic Approximation for Nonexpansive Maps: Application to Q-Learning Algorithms
- Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
- Robust Adaptive Dynamic Programming
- Nonlinear Control of Dynamic Networks
- Robust Control of Markov Decision Processes with Uncertain Transition Matrices
- Neuro-Dynamic Programming: An Overview and Recent Results
- The maximally achievable accuracy of linear optimal regulators and linear optimal filters
- Robust Dynamic Programming
- On the Theory of Dynamic Programming
This page was built for publication: Continuous-Time Robust Dynamic Programming