Regularity of the Adjoint Variable in Optimal Control under State Constraints.

Hélène Frankowska

Published in: CDC/ECC (2005)

Keyphrases

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