Mixed constraints in optimal control: an implicit function theorem approach.
Maria do Rosário de PinhoJavier F. RosenbluethPublished in: IMA J. Math. Control. Inf. (2007)
Keyphrases
- optimal control
- dynamic programming
- control problems
- class of nonlinear systems
- risk sensitive
- feedback control
- control strategy
- reinforcement learning
- infinite horizon
- lyapunov function
- policy gradient
- optimal control problems
- penalty function
- control law
- lyapunov stability
- linear constraints
- constrained optimization
- linear quadratic
- hamilton jacobi bellman
- real time