HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks.
Salvatore FedericoBen GoldysFausto GozziPublished in: SIAM J. Control. Optim. (2011)
Keyphrases
- optimal control
- differential equations
- hamilton jacobi bellman
- optimal control problems
- dynamic programming
- brownian motion
- control problems
- dynamical systems
- numerical solution
- linear quadratic
- state space
- infinite horizon
- numerical methods
- control law
- stochastic control
- control strategy
- neural network
- control theory
- artificial neural networks
- reinforcement learning