Stochastic LQ optimal control for Markov jumping systems with multiplicative noise using reinforcement learning
type: Item
instance of: scholarly article
title: Stochastic LQ optimal control for Markov jumping systems with multiplicative noise using reinforcement learning
author: Linwei Ye
author: Zhonggai Zhao
author: Fei Liu
published in: Systems \& Control Letters
publication date: 2024-07-09T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 68T05
zbMATH DE Number: 7878481
zbMATH Keywords: stochastic linear quadratic optimal control
zbMATH Keywords: Markov jumping systems
zbMATH Keywords: multiplicative noise
zbMATH Keywords: reinforcement learning
MaRDI profile type: Publication
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DOI: 10.1016/J.SYSCONLE.2024.105765
description: scientific article; zbMATH DE number 7878481