Uniform Recurrence Properties of Controlled Diffusions and Applications to Optimal Control.

Ari Arapostathis Vivek S. Borkar

Published in: SIAM J. Control. Optim. (2010)

Keyphrases

optimal control
brownian motion
control problems
dynamic programming
control strategy
feedback control
optimal control problems
class of nonlinear systems
risk sensitive
reinforcement learning
infinite horizon
diffusion processes
linear quadratic