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Application of Hamilton-Jacobi-Bellman Equation/Pontryagin's Principle for Constrained Optimal Control.
Jerome Weston
Domagoj Tolic
Ivana Palunko
Published in:
J. Optim. Theory Appl. (2024)
Keyphrases
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optimal control
hamilton jacobi bellman
control problems
dynamic programming
reinforcement learning
nonlinear systems
infinite horizon
stochastic control
optimal control problems
control strategy
brownian motion
dynamical systems
linear program
average cost
queueing systems
linear quadratic