Showing math.OCShow all
2 papers · 1 filter
math.OC2024
Convergence Analysis for A Stochastic Maximum Principle Based Data Driven Feedback Control Algorithm
Siming Liang, Hui Sun, Richard Archibald +1
This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The al…
math.OC2024
An Online Algorithm for Solving Feedback Optimal Control Problems with Partial Observations
Siming Liang, Ruoyu Hu, Feng Bao +2
This paper presents a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assi…