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Local Minimum Principle for an Optimal Control Problem with a Nonregular Mixed Constraint.
Andrei V. Dmitruk
Nikolai P. Osmolovskii
Published in:
SIAM J. Control. Optim. (2022)
Keyphrases
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optimal control
dynamic programming
control problems
feedback control
infinite horizon
control strategy
risk sensitive
reinforcement learning
lyapunov function
optimal control problems
brownian motion
class of nonlinear systems
control law
stochastic control
linear constraints
linear quadratic
control method