Optimal control of DAEs with unconstrained terminal costs.
Paul WijnbergenStephan TrennPublished in: CDC (2021)
Keyphrases
- optimal control
- average cost
- control problems
- dynamic programming
- risk sensitive
- control strategy
- optimal control problems
- feedback control
- infinite horizon
- class of nonlinear systems
- reinforcement learning
- brownian motion
- control law
- algebraic equations
- fixed cost
- lyapunov function
- hamilton jacobi bellman
- machine learning