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Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints.
J. Frédéric Bonnans
Adriano Festa
Published in:
SIAM J. Numer. Anal. (2017)
Keyphrases
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optimal control
error estimates
control problems
dynamic programming
control strategy
feedback control
infinite horizon
reinforcement learning
class of nonlinear systems
risk sensitive
error estimation
state space
linear constraints
lyapunov function
constraint programming
optimal control problems
neural network