Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems.
Frank HeydeWilfried GreckschChristiane TammerPublished in: Math. Methods Oper. Res. (2001)
Keyphrases
- sufficient conditions
- control problems
- multi objective
- suboptimal solutions
- stochastic control
- optimal control
- reinforcement learning
- evolutionary algorithm
- optimization algorithm
- multiobjective optimization
- adaptive control
- particle swarm optimization
- genetic algorithm
- metaheuristic
- search algorithm
- objective function
- optimal solution
- exponential stability
- asymptotic stability
- upper bound
- tuning parameters
- linear matrix inequality
- search procedures
- special case
- dynamic programming
- learning algorithm