Discrete-time interval optimal control problem.
José Renato CamposEdvaldo AssunçãoGeraldo Nunes SilvaWeldon A. LodwickMarcelo C. M. TeixeiraPublished in: Int. J. Control (2019)
Keyphrases
- optimal control
- optimal control problems
- linear quadratic
- dynamic programming
- control problems
- feedback control
- class of nonlinear systems
- reinforcement learning
- risk sensitive
- brownian motion
- control strategy
- control law
- infinite horizon
- markov processes
- lyapunov function
- control theory
- markov chain
- real time
- continuous stirred tank reactor
- queueing systems
- average cost
- dynamical systems
- state space
- machine learning