Local regularity of the value function in optimal control.
Piermarco CannarsaHélène FrankowskaPublished in: Syst. Control. Lett. (2013)
Keyphrases
- optimal control
- control problems
- dynamic programming
- feedback control
- control strategy
- class of nonlinear systems
- infinite horizon
- risk sensitive
- reinforcement learning
- optimal control problems
- policy gradient
- control law
- linear quadratic
- lyapunov function
- average cost
- brownian motion
- real time
- optimization problems
- state space
- neural network