Variation Evolving for Optimal Control Computation, A Compact Way.

Sheng Zhang Kai-Feng He

Published in: CoRR (2017)

Keyphrases

optimal control
control problems
dynamic programming
control strategy
feedback control
reinforcement learning
risk sensitive
class of nonlinear systems
optimal control problems
infinite horizon
brownian motion
lyapunov function
control law
multistage
linear quadratic
linear programming