Near-maximum principle for general recursive utility optimal control problem.
Shuzhen YangPublished in: Int. J. Control (2018)
Keyphrases
- optimal control
- feedback control
- control problems
- dynamic programming
- control strategy
- optimal control problems
- infinite horizon
- class of nonlinear systems
- risk sensitive
- utility function
- special case
- brownian motion
- reinforcement learning
- learning algorithm
- neural network
- closed loop
- control law
- image restoration
- policy gradient