A level set approach for the solution of a state-constrained optimal control problem.
Michael HintermüllerWolfgang RingPublished in: Numerische Mathematik (2004)
Keyphrases
- optimal control
- optimal control problems
- control problems
- dynamic programming
- feedback control
- control strategy
- risk sensitive
- brownian motion
- class of nonlinear systems
- reinforcement learning
- state space
- average cost
- hamilton jacobi bellman
- mathematical model
- control policy
- infinite horizon
- solving nonlinear
- level set
- optimal solution