Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 24 November 2020Accepted: 15 June 2021Published online: 28 September 2021Keywordslinear quadratic regulator, reinforcement learning, policy gradient method, stochastic control, optimal liquidation, executionAMS Subject Headings68Q25, 68R10, 68U05Publication DataISSN (prin...

<p>A two-wheeled self-balancing robot (TWSBR) is an underactuated system that inherently nonlinear and unstable. While many control methods have been introduced to enhance the performance, there no unique solution when it comes hardware implementation as robot’s stability highly dependent on accuracy of sensors robustness electronic systems. In this study, a TWSBR controlled by embedded N...

We describe a recursive formulation of discounted costs for a linear quadratic exponential Gaussian linear regulator problem which implies time-invariant linear decision rules in the innnite horizon case. Time invariance in the discounted case is attained by surrendering state-separability of the risk-adjusted costs.

S AbstractWe analyze the robust stability of Inverse LQ regulators for single-input linear systems with uncertain input delay. Unlike the usual LQ regulator, the Inverse LQ regulator has a gain tuning parameter that can be chosen freely to some extent without losing its LQ optimality. Utilizing this freedom we seek the range of tuning parameter that ensures the robust stability against the unce...