Formulation and solution of an optimal control problem for industrial project control.
Klaus Werner SchmidtÖncü HazirPublished in: Ann. Oper. Res. (2019)
Keyphrases
- optimal control
- optimal control problems
- control problems
- feedback control
- control strategy
- dynamic programming
- risk sensitive
- infinite horizon
- class of nonlinear systems
- hamilton jacobi bellman
- lyapunov function
- reinforcement learning
- mathematical model
- control law
- control system
- brownian motion
- control method
- markov decision processes
- mixed integer
- stochastic control
- machine learning
- real time