Relatively optimal control: a static piecewise-affine solution.

Franco Blanchini Felice Andrea Pellegrino

Published in: CDC (2007)

Keyphrases

optimal control
optimal control problems
piecewise affine
control problems
dynamic programming
risk sensitive
hamilton jacobi bellman
control strategy
feedback control
infinite horizon
class of nonlinear systems
brownian motion
reinforcement learning
real time
lyapunov function
linear quadratic