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Stabilization of strictly dissipative discrete time systems with discounted optimal control.
Vladimir Gaitsgory
Lars Grüne
Matthias Höger
Christopher M. Kellett
Steven R. Weller
Published in:
Autom. (2018)
Keyphrases
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optimal control
infinite horizon
optimal control problems
dynamic programming
control problems
control strategy
real time
optimal policy
control law
average cost
finite horizon
risk sensitive
solving nonlinear
linear quadratic
np hard
markov decision processes