Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems.
Shaolin JiRundong XuPublished in: CoRR (2022)
Keyphrases
- optimal control problems
- global convergence
- optimal control
- solving nonlinear
- constrained optimization problems
- augmented lagrangian
- convergence rate
- production planning
- global optimum
- convergence speed
- convergence analysis
- optimization methods
- continuous functions
- differential equations
- piecewise constant
- convex optimization
- control theory
- artificial bee colony algorithm
- hybrid algorithm
- particle swarm
- infinite dimensional
- convex hull
- step size
- reinforcement learning
- neural network
- particle swarm optimization
- constrained optimization
- infinite horizon
- control strategy
- mathematical model
- cost function