A relaxation approach to optimal control of Volterra integral equations.
John ColetsosPublished in: Eur. J. Control (2018)
Keyphrases
- optimal control
- linear quadratic
- hamilton jacobi bellman
- control problems
- integral equation
- feedback control
- dynamic programming
- infinite horizon
- control strategy
- linear systems
- mathematical model
- risk sensitive
- reinforcement learning
- control law
- least squares
- brownian motion
- lyapunov function
- optimal control problems
- class of nonlinear systems
- numerical solution
- image enhancement
- nonlinear equations
- stochastic control
- differential equations
- sufficient conditions
- state space
- objective function