Reinforcement Q-Learning for PDF Tracking Control of Stochastic Systems with Unknown Dynamics
Year: 2024
Type: article
Abstract: Tracking control of the output probability density function presents significant challenges, particularly when dealing with unknown system models and multiplicative noise disturbances. To address these challenges, this paper introduces a novel tracking control algorithm based on reinforce-ment Q-learning. Initially, a B-spline model is employed to represent the original system, thereby transforming the control problem into a state weight tracking issue within the B-spline stochastic system model. Moreover, to tackle the challenge of unknown stochastic system dynamics and the presence of multiplicative noise, a model-free reinforcement Q-learning algorithm is employed to solve the control problem. Finally, the proposed algorithm’s effectiveness is validated through comprehensive simulation examples.
Source: Mathematics
DOI: 10.3390/math12162499
Authors: Weiqing Yang, Yuyang Zhou, Yong Zhang, Yan Ren
Language: English
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $2,955
OpenAlex ID: W4401540836
