Sparse solutions of optimal control with L1-objective.

Boris T. Polyak Andrey A. Tremba

Published in: ECC (2020)

Keyphrases

optimal control
dynamic programming
control problems
control strategy
risk sensitive

class of nonlinear systems
reinforcement learning
feedback control
infinite horizon
multiple objectives

optimal control problems
lyapunov function
neural network
brownian motion
optimal solution

linear quadratic
real time
multistage
mathematical model