Bias-free policy evaluation in the discrete-time adaptive linear quadratic optimal control in the presence of stochastic disturbances

Bias-free policy evaluation in the discrete-time adaptive linear quadratic optimal control in the presence of stochastic disturbances

The study proposes an adaptive Linear Quadratic (LQ) optimal regulator for discrete-time linear systems in the presence of stochastic disturbances through policy iteration with Actor/Critic structure. The existing deterministic policy iteration method realizes an adaptive LQ optimal regulator. Howev...

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Bibliographic Details
Main Authors: Vina Putri Virgiani, Natsuki Ishigaki, Shiro Masuda
Format: Article
Language:English
Published: Taylor & Francis Group 2024-12-01
Series:SICE Journal of Control, Measurement, and System Integration
Subjects:
adaptive control
linear quadratic optimal control
reinforcement learning
policy iteration
stochastic disturbances
instrumental variable
Online Access:http://dx.doi.org/10.1080/18824889.2024.2357713
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http://dx.doi.org/10.1080/18824889.2024.2357713

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