Convexity and monotonicity in nonlinear optimal control under uncertainty.

Kevin J. Kircher K. Max Zhang

Published in: CoRR (2019)

Keyphrases

optimal control
class of nonlinear systems
lyapunov function
linear quadratic
control problems
dynamic programming

continuous stirred tank reactor
control strategy
risk sensitive
neural network controller
infinite horizon
feedback control

brownian motion
reinforcement learning
optimal control problems
stability analysis
control law

data mining
nonlinear equations
expected utility
lyapunov stability
optimal solution