Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems.

Jianping Huang Jiongmin Yong Hua-Cheng Zhou

Published in: SIAM J. Control. Optim. (2021)

Keyphrases

optimal control
linear quadratic
optimal control problems
infinite horizon
finite horizon
dynamic programming
control strategy
reinforcement learning
production planning
control law
objective function
random variables