A Simulation Study on Turnpikes in Stochastic LQ Optimal Control.
Ruchuan OuMichael Heinrich BaumannLars GrüneTimm FaulwasserPublished in: CoRR (2020)
Keyphrases
- optimal control
- simulation study
- optimal control problems
- brownian motion
- monte carlo
- dynamic programming
- control problems
- stochastic control
- infinite horizon
- control strategy
- risk sensitive
- class of nonlinear systems
- feedback control
- linear quadratic
- lyapunov function
- control law
- reinforcement learning
- policy gradient
- stochastic model
- np hard