Stable Optimal Control and Semicontractive Dynamic Programming.
Dimitri P. BertsekasPublished in: SIAM J. Control. Optim. (2018)
Keyphrases
- optimal control
- dynamic programming
- control problems
- feedback control
- infinite horizon
- risk sensitive
- optimal control problems
- multistage
- state space
- markov decision processes
- control strategy
- linear programming
- brownian motion
- greedy algorithm
- knapsack problem
- class of nonlinear systems
- neural network
- optimal policy
- mathematical model
- image restoration
- approximate dynamic programming
- reinforcement learning
- machine learning
- real time
- continuous stirred tank reactor