G. Leitmann's integral transformation for global optimal control.

Efim A. Galperin

Published in: Appl. Math. Comput. (2010)

Keyphrases

optimal control
dynamic programming
control problems
risk sensitive
infinite horizon
control strategy
feedback control
reinforcement learning
optimal control problems
class of nonlinear systems
control law
linear quadratic
brownian motion
nonlinear systems
lyapunov function
control method
neural network