First-Order Necessary Conditions in Optimal Control.

David Q. Mayne Richard Vinter

Published in: J. Optim. Theory Appl. (2021)

Keyphrases

optimal control
dynamic programming
control strategy
feedback control
control problems
risk sensitive
class of nonlinear systems
brownian motion
infinite horizon
sufficient conditions
optimal control problems
reinforcement learning
control law
machine learning
first order logic
stochastic control
linear quadratic