The equivalent discrete-time optimal control problem for time-varying continuous-time systems with white stochastic parameters.
L. G. van WilligenburgWillem L. De KoningPublished in: Int. J. Syst. Sci. (2000)
Keyphrases
- optimal control
- optimal control problems
- linear quadratic
- dynamic programming
- control problems
- brownian motion
- feedback control
- class of nonlinear systems
- control strategy
- risk sensitive
- infinite horizon
- production planning
- control theory
- solving nonlinear
- reinforcement learning
- markov processes
- maximum likelihood
- integer programming
- neural network
- real time