— This paper considers the application of the neural networks for the guaranteed cost control problem of discrete– time uncertain systems that have in both state and input dela...
— In this paper we present a gradient method to iteratively update local controllers of a distributed linear system driven by stochastic disturbances. The control objective is to...
Bounded policy iteration is an approach to solving infinitehorizon POMDPs that represents policies as stochastic finitestate controllers and iteratively improves a controller by a...
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
It is well known that stochastic control systems can be viewed as Markov decision processes (MDPs) with continuous state spaces. In this paper, we propose to apply the policy iter...