-optimal control problem and its dual linear programming problem.
Mehmet E. AlpayMolly H. ShorPublished in: IEEE Trans. Autom. Control. (1999)
Keyphrases
- optimal control
- linear programming
- dynamic programming
- primal dual
- algorithm for linear programming
- dual variables
- linear program
- control problems
- class of nonlinear systems
- infinite horizon
- risk sensitive
- feedback control
- control strategy
- reinforcement learning
- integer programming
- objective function
- semidefinite programming
- np hard
- optimal control problems
- optimal solution
- nonlinear programming
- quadratic programming
- brownian motion
- control law
- linear programming problems
- multistage
- average cost
- variational inequalities
- real time
- column generation