Convexity and monotonicity in nonlinear optimal control under uncertainty.
Kevin J. KircherK. Max ZhangPublished 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