Optimal control of systems with discontinuous differential equations.
David E. StewartMihai AnitescuPublished in: Numerische Mathematik (2010)
Keyphrases
- optimal control
- differential equations
- brownian motion
- optimal control problems
- dynamic programming
- dynamical systems
- continuous functions
- numerical methods
- control problems
- ordinary differential equations
- feedback control
- multiresolution
- complex systems
- reinforcement learning
- class of nonlinear systems
- neural network
- vector valued
- boundary value problem
- stochastic process
- infinite horizon
- nonlinear differential equations