Optimal Control under Stochastic Target Constraints.
Bruno BouchardRomuald ElieCyril ImbertPublished in: SIAM J. Control. Optim. (2010)
Keyphrases
- optimal control
- optimal control problems
- brownian motion
- control problems
- dynamic programming
- control strategy
- class of nonlinear systems
- stochastic control
- infinite horizon
- reinforcement learning
- risk sensitive
- feedback control
- linear constraints
- linear quadratic
- lyapunov function
- constrained optimization
- stochastic model
- solving nonlinear
- markov processes
- closed form solutions
- constraint programming
- optimization problems
- objective function