On Solving the Optimal Control Problem.
Ivan S. PolyanskiiN. S. ArkhipovS. Yu. MisyurinPublished in: Autom. Remote. Control. (2019)
Keyphrases
- optimal control
- dynamic programming
- control problems
- hamilton jacobi bellman
- risk sensitive
- infinite horizon
- reinforcement learning
- feedback control
- control strategy
- optimal control problems
- class of nonlinear systems
- brownian motion
- real time
- control law
- stochastic control
- linear quadratic
- image restoration
- nonlinear equations
- state space