Optimal control of discrete-time nonlinear stochastic systems with general criteria.
Edwin Engin YazYvonne Ilke YazPublished in: CDC (2000)
Keyphrases
- optimal control
- linear quadratic
- stochastic systems
- optimal control problems
- control problems
- control strategy
- special case
- dynamic programming
- reinforcement learning
- markov chain
- feedback control
- continuous stirred tank reactor
- infinite horizon
- solving nonlinear
- linear constraints
- linear programming
- probability distribution
- bayesian networks
- real time