Optimal control with stochastic PDE constraints and uncertain controls
Eveline RosseelGarth N. WellsPublished in: CoRR (2011)
Keyphrases
- optimal control
- optimal control problems
- brownian motion
- control problems
- dynamic programming
- stochastic control
- infinite horizon
- control strategy
- risk sensitive
- linear quadratic
- reinforcement learning
- partial differential equations
- feedback control
- lyapunov function
- control law
- linear constraints
- class of nonlinear systems
- neural network
- constraint programming
- real time
- stochastic process
- production planning
- linear programming