Hidden invariant convexity for global and conic-intersection optimality guarantees in discrete-time optimal control.
Jorn H. BaayenKrzysztof PostekPublished in: J. Glob. Optim. (2022)
Keyphrases
- optimal control
- optimal control problems
- average cost
- linear quadratic
- control problems
- dynamic programming
- feedback control
- risk sensitive
- control strategy
- infinite horizon
- class of nonlinear systems
- brownian motion
- reinforcement learning
- production planning
- control law
- markov chain
- machine learning
- convex hull
- real time
- control system
- solving nonlinear