Improved active set dynamic programming for solving linear-quadratic optimal control problems.

Ruth Mitze Martin Mönnigmann

Published in: CDC (2022)

Keyphrases

optimal control
optimal control problems
dynamic programming
active set
efficient implementation
infinite horizon
reinforcement learning
state space
knapsack problem
multistage
control strategy
dynamical systems
linear program
quadratic programming
simplex method
optimal policy
special case