Stochastic LQ optimal control for Markov jumping systems with multiplicative noise using reinforcement learning
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Publication:6569396
DOI10.1016/j.sysconle.2024.105765MaRDI QIDQ6569396
Fei Liu, Zhonggai Zhao, Linwei Ye
Publication date: 9 July 2024
Published in: Systems \& Control Letters (Search for Journal in Brave)
reinforcement learningmultiplicative noisestochastic linear quadratic optimal controlMarkov jumping systems
Learning and adaptive systems in artificial intelligence (68T05) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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