Inverse Data-Driven Optimal Control for Nonlinear Stochastic Non-stationary Systems.
Émiland GarrabéHozefa JesawadaCarmen Del VecchioGiovanni RussoPublished in: CoRR (2023)
Keyphrases
- non stationary
- optimal control
- data driven
- optimal control problems
- class of nonlinear systems
- linear quadratic
- control strategy
- brownian motion
- feedback control
- dynamic programming
- lyapunov function
- markov processes
- fractional brownian motion
- adaptive algorithms
- control problems
- solving nonlinear
- change point detection
- empirical mode decomposition
- linear systems
- continuous stirred tank reactor