Robust Reinforcement Learning for Stochastic Linear Quadratic Control with Multiplicative Noise

Mathematics

• Stochastics 100%
• Multiplicative Noise 100%
• Linear Quadratic Control 100%
• Input State 33%
• Discrete Time 33%
• Open Problem 33%
• Multiplicative 33%
• System Matrix 33%
• Stochastic System 33%
• Convergence Analysis 33%
• Action Space 33%

Keyphrases

• Robust Reinforcement Learning 100%
• Stochastic Linear Quadratic Control 100%
• Stochastic Linear Quadratic Regulator 50%
• Discrete-time Linear Stochastic Systems 50%