Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games.
Piermarco CannarsaMarc QuincampoixPublished in: SIAM J. Control. Optim. (2015)
Keyphrases
- optimal control
- control problems
- dynamic programming
- control strategy
- feedback control
- infinite horizon
- reinforcement learning
- nash equilibria
- game theory
- optimal control problems
- control law
- nash equilibrium
- risk sensitive
- game playing
- average cost
- lyapunov function
- banach space
- brownian motion
- class of nonlinear systems
- mathematical model
- optimal solution
- neural network