An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints.
Jianfeng LuXiaojun ChenPublished in: SIAM J. Control. Optim. (2023)
Keyphrases
- optimal control
- optimal control problems
- linear quadratic
- brownian motion
- dynamic programming
- feedback control
- control problems
- chance constraints
- stochastic control
- linear constraints
- control strategy
- risk sensitive
- infinite horizon
- class of nonlinear systems
- reinforcement learning
- closed form solutions
- control law
- neural network
- continuous stirred tank reactor
- vector valued
- constrained optimization
- control algorithm
- knapsack problem
- constraint programming