Optimal Control on the Doubly Infinite Time Axis for Well-Posed Linear Systems.
Mark R. OpmeerOlof J. StaffansPublished in: SIAM J. Control. Optim. (2019)
Keyphrases
- optimal control
- linear systems
- dynamical systems
- control problems
- sufficient conditions
- feedback control
- dynamic programming
- infinite horizon
- control strategy
- reinforcement learning
- control theory
- optimal control problems
- linear equations
- coefficient matrix
- sparse linear systems
- interior point methods
- numerical solution
- control law
- stochastic control