Solution of complex optimal control problem with time varying parameters and bound state constraints.
Aipeng JiangHaokun WangYun ChenQiang DingJiangzhou ShuPublished in: ASCC (2017)
Keyphrases
- optimal control
- optimal control problems
- dynamic programming
- control problems
- control strategy
- feedback control
- constrained minimization
- mixed integer
- hamilton jacobi bellman
- risk sensitive
- decision variables
- class of nonlinear systems
- linear quadratic
- infinite horizon
- constrained optimization
- lower bound
- closed form solutions
- reinforcement learning
- brownian motion
- control law
- real time