Simplified derivations of time-weighted quadratic functionals used in optimal control and filtering applications.
Verica Radisavljevic-GajicPublished in: J. Syst. Control. Eng. (2015)
Keyphrases
- optimal control
- control problems
- dynamic programming
- feedback control
- control strategy
- class of nonlinear systems
- special case
- risk sensitive
- infinite horizon
- reinforcement learning
- brownian motion
- optimal control problems
- computational complexity
- control law
- objective function
- lyapunov function
- linear quadratic
- multistage
- state space
- real time