Duality for Differential Games and Optimal Control.
Otomar HájekPublished in: Math. Syst. Theory (1974)
Keyphrases
- optimal control
- control problems
- dynamic programming
- feedback control
- class of nonlinear systems
- risk sensitive
- control strategy
- optimal control problems
- game theory
- infinite horizon
- linear programming
- brownian motion
- control law
- game playing
- nash equilibria
- average cost
- reinforcement learning
- nash equilibrium
- computer games
- lyapunov function