Sparse solutions of optimal control with L1-objective.
Boris T. PolyakAndrey A. TrembaPublished 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