Direct optimal control and costate estimation using least square method.

Baljeet Singh Raktim Bhattacharya

Published in: ACC (2010)

Keyphrases

optimal control
control problems
dynamic programming
feedback control
risk sensitive
infinite horizon
class of nonlinear systems
reinforcement learning
optimal control problems
brownian motion
control strategy
control law
lyapunov function
data mining
linear quadratic
neural network
multistage
stochastic control