Constrained optimal control of stochastic switched affine systems using randomization.

Kostas Margellos Alessandro Falsone Simone Garatti Maria Prandini

Published in: ECC (2016)

Keyphrases

optimal control
optimal control problems
control problems
brownian motion
dynamic programming
feedback control
control strategy
reinforcement learning
mathematical model
risk sensitive
stochastic control
multistage
stochastic model
stochastic processes
lyapunov function