Uniqueness of multipliers in optimal control: the missing piece.
Jorge A. BecerrilKarla L. CortezJavier F. RosenbluethPublished in: IMA J. Math. Control. Inf. (2019)
Keyphrases
- optimal control
- control problems
- dynamic programming
- missing data
- control strategy
- feedback control
- optimal control problems
- infinite horizon
- class of nonlinear systems
- reinforcement learning
- risk sensitive
- control law
- sufficient conditions
- brownian motion
- lyapunov function
- machine learning
- hamilton jacobi bellman
- neural network