An iterative method for optimal feedback control and generalized HJB equation.

Xuesong Chen Xin Chen

Published in: IEEE CAA J. Autom. Sinica (2018)

Keyphrases

optimal control
feedback control
hamilton jacobi bellman
control problems
dynamic programming
control strategy
adaptive control
stochastic control
reinforcement learning
nonlinear systems
brownian motion
control law
average cost
control system
closed loop
dynamic environments
real time