Relatively Optimal Control for Continuous-Time Systems.

Franco Blanchini Yasumasa Fujisaki

Published in: CDC (2006)

Keyphrases

optimal control
dynamic programming
feedback control
optimal control problems
control strategy
brownian motion
control problems
reinforcement learning
class of nonlinear systems
risk sensitive
infinite horizon
control law
average cost
lyapunov function
stochastic control
knapsack problem
markov chain