Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: It is ll known that stochastic control systems can be vied as Markov decision processes (MDPs) with continuous state spaces. ,  propose to apply the policy iteration approach in MDPs to the optimal control problem of stochastic systems.  first provide an optimality equation based on performance potentials and develop a policy iteration procedure. Then  apply policy iteration to the jump linear quadratic problem and obtain the coupled Riccati equations for their optimal solutions. The approach is applicable to linear as ll as nonlinear systems and can be implemented on-line on real world systems without identifying all the system structure and parameters.
['Kanjian Zhang', 'Yankai Xu', 'Xi Chen', 'Xi-Ren Cao']
I am writing a research paper on a idea Policy iteration based feedback control
[{"from": "human", "value": "I am writing a research paper on a idea Policy iteration based feedback control"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: It is ll known that stochastic control systems can be vied as Markov decision processes (MDPs) with continuous state spaces. ,  propose to apply the policy iteration approach in MDPs to the optimal control problem of stochastic systems.  first provide an optimality equation based on performance potentials and develop a policy iteration procedure. Then  apply policy iteration to the jump linear quadratic problem and obtain the coupled Riccati equations for their optimal solutions. The approach is applicable to linear as ll as nonlinear systems and can be implemented on-line on real world systems without identifying all the system structure and parameters."}]