Solving the Hamilton-Jacobi-Bellman equation for a stochastic system with state constraints.

Per Rutquist Torsten Wik Claes Breitholtz

Published in: CDC (2014)

Keyphrases

stochastic processes
hamilton jacobi bellman
stochastic control
brownian motion
stochastic process
optimal control
control problems
nonlinear systems
learning algorithm
reinforcement learning
state space
adaptive control
fuzzy control