Computation of conjugate times in smooth optimal control: the COTCOT algorithm.

Bernard Bonnard Jean-Baptiste Caillau Emmanuel Trélat

Published in: CDC/ECC (2005)

Keyphrases

optimal control
dynamic programming
learning algorithm
cost function
np hard
expectation maximization
mathematical model
objective function
control strategy
data mining
simulated annealing
optimization algorithm
knapsack problem
constrained optimization
control problems
policy iteration