Expected value based optimal control for discrete-time stochastic noncausal systems.
Yadong ShuBo LiPublished in: Optim. Lett. (2022)
Keyphrases
- optimal control
- optimal control problems
- dynamic programming
- linear quadratic
- control problems
- control strategy
- hidden markov models
- solving nonlinear
- risk sensitive
- brownian motion
- feedback control
- production planning
- infinite horizon
- neural network
- lyapunov function
- markov chain
- markov random field
- np hard
- class of nonlinear systems