Dynamic Programming and Hamilton-Jacobi-Bellman Equations on Time Scales.
Yingjun ZhuGuangyan JiaPublished in: Complex. (2020)
Keyphrases
- hamilton jacobi bellman
- optimal control
- dynamic programming
- control problems
- approximate dynamic programming
- stochastic control
- nonlinear systems
- linear programming
- infinite horizon
- state space
- dynamical systems
- control strategy
- brownian motion
- reinforcement learning
- control law
- linear program
- adaptive control
- function approximation
- neural network
- optimal policy
- probability distribution
- multiscale