Extreme Points of Sets of Randomized Strategies in Constrained Optimization and Control Problems.
Juan González-HernándezOnésimo Hernández-LermaPublished in: SIAM J. Optim. (2005)
Keyphrases
- constrained optimization
- control problems
- extreme points
- optimal control
- convex sets
- reinforcement learning
- totally unimodular
- geometric properties
- objective function
- finite number
- linear program
- adaptive control
- feasible solution
- convex hull
- infinite dimensional
- penalty function
- linear constraints
- closed form solutions
- interior point methods
- control strategy
- least squares
- linear programming
- dynamic programming
- optimal solution