Reinforcement learning for linear exponential quadratic Gaussian problem
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Publication:6540839
DOI10.1016/j.sysconle.2024.105749zbMATH Open1537.93696MaRDI QIDQ6540839
Publication date: 17 May 2024
Published in: Systems \& Control Letters (Search for Journal in Brave)
Learning and adaptive systems in artificial intelligence (68T05) Linear-quadratic optimal control problems (49N10) Stochastic systems in control theory (general) (93E03)
Cites Work
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- On a Matrix Riccati Equation of Stochastic Control
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
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