MathReinforcement Learning and LQR with special control structure: switched and multilevel systems
Reinforcement Learning and LQR with special control structure: switched and multilevel systems 1 Introduction In this post we study the well-known linear-quadratic regulator problem in continuous time where , , , , and is the initial state. The goal is to choose a control in such a way that at time , we have […]Reinforcement Learning and LQR with special control structure: switched and multilevel systems 1 Introduction In this post we study the well-known linear-quadratic regulator problem in continuous time where , , , , and is the initial state. The goal is to choose a control in such a way that at time , we have […]
