A semidefinite programming approach for stochastic switched optimal control problems.
Ramtin DavoudiSeyed Mohammad HosseiniAmin RamezaniPublished in: CDC (2019)
Keyphrases
- optimal control problems
- semidefinite programming
- optimal control
- production planning
- solving nonlinear
- linear programming
- control theory
- kernel matrix
- interior point methods
- primal dual
- nonlinear programming
- differential equations
- dynamic programming
- maximum margin
- control strategy
- reinforcement learning
- augmented lagrangian
- evolutionary algorithm
- dynamical systems
- mathematical model
- sufficient conditions