Necessary Second-Order Conditions for a Local Infimum in an Optimal Control.

Evgeny Avakov Georgii G. Magaril-Il'yaev

Published in: SIAM J. Control. Optim. (2022)

Keyphrases

optimal control
control problems
dynamic programming
feedback control
control strategy
risk sensitive
optimal control problems
sufficient conditions
control law
infinite horizon
class of nonlinear systems
reinforcement learning
brownian motion
lyapunov function
dynamical systems
linear quadratic