Solution of optimal control problem in class of piecewise-constant functions.
Kamil R. Aida-zadeAnar B. RahimovPublished in: Autom. Control. Comput. Sci. (2007)
Keyphrases
- optimal control
- optimal control problems
- control problems
- dynamic programming
- piecewise constant functions
- risk sensitive
- control strategy
- feedback control
- class of nonlinear systems
- reinforcement learning
- brownian motion
- markov random field
- optimal solution
- infinite horizon
- hamilton jacobi bellman
- closed form
- least squares
- computer vision
- data mining
- real time