Subgradients of the Value Function in a Parametric Convex Optimal Control Problem.
Le Quang ThuyNguyen Thi ToanPublished in: J. Optim. Theory Appl. (2016)
Keyphrases
- optimal control
- dynamic programming
- piecewise linear
- control problems
- feedback control
- control strategy
- infinite horizon
- risk sensitive
- class of nonlinear systems
- optimal control problems
- policy gradient
- brownian motion
- reinforcement learning
- lyapunov function
- data mining
- piecewise constant
- image restoration
- convex functions
- control law