A Class of Stochastic Nonlinear Integral Equations on L^p Spaces and its Application to Optimal Control
N. U. AhmedPublished in: Inf. Control. (1969)
Keyphrases
- optimal control
- linear quadratic
- optimal control problems
- class of nonlinear systems
- brownian motion
- dynamic programming
- control problems
- feedback control
- continuous stirred tank reactor
- lyapunov function
- control strategy
- risk sensitive
- nonlinear equations
- reinforcement learning
- stochastic differential equations
- hamilton jacobi bellman
- closed loop
- infinite horizon
- vector valued
- solving nonlinear
- dynamical systems
- gaussian model
- mathematical model
- control theory
- differential equations
- control scheme
- stochastic control
- linear systems
- supply chain