Model-free optimal control of discrete-time systems with additive and multiplicative noises

Author:

Lai Jing,Xiong Junlin,Shu Zhan

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference28 articles.

1. Abbasi-Yadkori, Yasin, Lazic, Nevena, & Szepesvari, Csaba (2019). Model-Free Linear Quadratic Control via Reduction to Expert Prediction. In Proceedings of the International Conference on Artificial Intelligence and Statistics (pp. 3108–3117).

2. Bian, Tao, & ping Jiang, Zhong (2015). Adaptive optimal control for linear stochastic systems with additive noise. In Proceedings of the Chinese Control Conference (pp. 3011–3016).

3. Bradtke, Steven J., Ydstie, B.  Erik, & Barto, Andrew G. (1994). Adaptive linear quadratic control using policy iteration. In Proceedings of the American Control Conference (pp. 3475–3479).

4. Subexponentiality of the product of independent random variables;Cline;Stochastic Processes and their Applications,1994

5. Reinforcement learning and optimal control;Dimitri,2019

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