Optimal Control of Parabolic Equations - A Spectral Calculus Based Approach.
Luka GrubisicMartin LazarIvica NakicMartin TautenhahnPublished in: SIAM J. Control. Optim. (2023)
Keyphrases
- optimal control
- linear quadratic
- control problems
- hamilton jacobi bellman
- control strategy
- dynamic programming
- feedback control
- mathematical model
- risk sensitive
- optimal control problems
- control law
- infinite horizon
- class of nonlinear systems
- brownian motion
- numerical solution
- lyapunov function
- reinforcement learning
- real time
- linear systems