On Smoothness Properties and Approximability of Optimal Control Functions.
Ursula FelgenhauerPublished in: Ann. Oper. Res. (2001)
Keyphrases
- optimal control
- dynamic programming
- control problems
- feedback control
- reinforcement learning
- optimal control problems
- control strategy
- class of nonlinear systems
- infinite horizon
- control law
- risk sensitive
- brownian motion
- nonlinear systems
- linear quadratic
- policy gradient
- lyapunov function
- approximation algorithms
- special case
- objective function