Stochastic L1-optimal control via forward and backward sampling.
Ioannis ExarchosEvangelos A. TheodorouPanagiotis TsiotrasPublished in: Syst. Control. Lett. (2018)
Keyphrases
- forward and backward
- optimal control
- dynamic programming
- optimal control problems
- control problems
- brownian motion
- feedback control
- class of nonlinear systems
- monte carlo
- control law
- infinite horizon
- reinforcement learning
- control strategy
- stochastic control
- greedy search
- linear programming
- decision trees
- knapsack problem
- evolutionary algorithm
- linear quadratic
- search space