Discrete Multivariate Optimal Control.

Andreea Bejenaru Monica Pîrvan

Published in: J. Optim. Theory Appl. (2019)

Keyphrases

optimal control
dynamic programming
control problems
feedback control
control strategy
optimal control problems
risk sensitive
class of nonlinear systems
reinforcement learning
infinite horizon
control law
brownian motion
linear quadratic
learning algorithm
finite number