Dual-loop iterative optimal control for the finite horizon LQR problem with unknown dynamics

Justin Fong, Ying Tan, Vincent Crocher, Denny Oetomo, Iven Mareels. Dual-loop iterative optimal control for the finite horizon LQR problem with unknown dynamics. Systems & Control Letters, 111:49-57, 2018. [doi]

@article{FongTCOM18,
  title = {Dual-loop iterative optimal control for the finite horizon LQR problem with unknown dynamics},
  author = {Justin Fong and Ying Tan and Vincent Crocher and Denny Oetomo and Iven Mareels},
  year = {2018},
  doi = {10.1016/j.sysconle.2017.11.002},
  url = {https://doi.org/10.1016/j.sysconle.2017.11.002},
  researchr = {https://researchr.org/publication/FongTCOM18},
  cites = {0},
  citedby = {0},
  journal = {Systems & Control Letters},
  volume = {111},
  pages = {49-57},
}