A multilevel approach for stochastic nonlinear optimal control.
Ajay JasraJeremy HengYaxian XuAdrian N. BishopPublished in: Int. J. Control (2022)
Keyphrases
- optimal control
- optimal control problems
- linear quadratic
- class of nonlinear systems
- brownian motion
- lyapunov function
- control problems
- continuous stirred tank reactor
- risk sensitive
- stochastic control
- dynamic programming
- control strategy
- solving nonlinear
- feedback control
- reinforcement learning
- neural network controller
- infinite horizon
- control law
- control theory
- variable structure
- stability analysis
- closed loop
- lyapunov stability
- data mining