An Inverse Optimal Control Problem and Its Application to the Choice of Performance Index for Economic Stabilization Policy.
Jong-Goo ParkKwang Y. LeePublished in: IEEE Trans. Syst. Man Cybern. (1975)
Keyphrases
- optimal control
- infinite horizon
- stochastic control
- policy gradient
- control problems
- actor critic
- dynamic programming
- average cost
- policy makers
- risk sensitive
- feedback control
- reinforcement learning
- optimal policy
- optimal control problems
- class of nonlinear systems
- finite horizon
- policy iteration
- brownian motion
- control strategy
- lyapunov function
- control law
- markov decision process
- linear quadratic