Temporal Parallelisation of the HJB Equation and Continuous-Time Linear Quadratic Control.

Simo Särkkä Ángel F. García-Fernández

Published in: CoRR (2022)

Keyphrases

optimal control
linear quadratic
hamilton jacobi bellman
control problems
control strategy
dynamic programming
stochastic control
reinforcement learning
brownian motion
control law
control system
image processing
image sequences
state space
dynamical systems