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Nonsmooth approximate maximum principle in optimal control.
Boris S. Mordukhovich
Ilya Shvartsman
Published in:
CDC/ECC (2011)
Keyphrases
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optimal control
control problems
feedback control
dynamic programming
risk sensitive
control strategy
class of nonlinear systems
infinite horizon
optimal control problems
reinforcement learning
variational inequalities
control law
mathematical model
brownian motion