Towards M-stationarity for Optimal Control of the Obstacle Problem with Control Constraints.
Gerd WachsmuthPublished in: SIAM J. Control. Optim. (2016)
Keyphrases
- optimal control
- control problems
- control strategy
- dynamic programming
- feedback control
- stochastic control
- reinforcement learning
- risk sensitive
- class of nonlinear systems
- infinite horizon
- optimal control problems
- lyapunov function
- control system
- control algorithm
- control law
- brownian motion
- impedance control
- non stationary
- continuous stirred tank reactor
- data mining
- linear quadratic
- linear constraints
- constrained optimization
- state space
- learning algorithm