On the optimal control for a semilinear equation with cost depending on the free boundary.
Jesús Ildefonso DíazTommaso MingazziniAngel Manuel RamosPublished in: Networks Heterog. Media (2012)
Keyphrases
- optimal control
- average cost
- control problems
- dynamic programming
- hamilton jacobi bellman
- feedback control
- risk sensitive
- class of nonlinear systems
- reinforcement learning
- control strategy
- poisson equation
- infinite horizon
- control law
- total cost
- optimal control problems
- linear quadratic
- brownian motion
- lyapunov function
- fixed cost
- control system