Second-Order Necessary Conditions for Optimal Control with Recursive Utilities.
Yuchao DongQingxin MengPublished 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
- infinite horizon
- brownian motion
- sufficient conditions
- reinforcement learning
- utility function
- stochastic control
- control system
- optimal solution
- lyapunov function
- linear quadratic
- state space
- average cost
- objective function
- data mining
- neural network
- real time