Optimal Control Systems with Stochastic Boundary Conditions and State Equations.
Richard F. BaumPublished in: Oper. Res. (1972)
Keyphrases
- optimal control
- boundary conditions
- optimal control problems
- dynamic programming
- control problems
- control strategy
- feedback control
- risk sensitive
- linear systems
- reinforcement learning
- boundary value problem
- brownian motion
- lyapunov function
- linear quadratic
- navier stokes equations
- shape from shading
- infinite horizon
- markov decision processes
- finite element model
- finite element method
- reaction diffusion
- mathematical model
- state space
- class of nonlinear systems