A factorization with update procedures for a KKT matrix arising in direct optimal control.
Christian KirchesHans Georg BockJohannes P. SchlöderSebastian SagerPublished in: Math. Program. Comput. (2011)
Keyphrases
- optimal control
- singular value decomposition
- factorization methods
- low rank
- factorization method
- dynamic programming
- control problems
- matrix factorization
- feedback control
- risk sensitive
- class of nonlinear systems
- measurement matrix
- optimal control problems
- infinite horizon
- control strategy
- reinforcement learning
- control law
- data matrix
- brownian motion
- tensor factorization
- lyapunov function
- neural network
- sufficient conditions
- learning algorithm
- stochastic control