Optimal Control of a Parabolic Equation with Time-Dependent State Constraints.

J. Frédéric Bonnans Pascal Jaisson

Published in: SIAM J. Control. Optim. (2010)

Keyphrases

optimal control
dynamic programming
control problems
feedback control
control strategy
risk sensitive
infinite horizon
hamilton jacobi bellman
objective function
optimal control problems
lyapunov function
brownian motion
neural network
control law
constraint programming
state space
class of nonlinear systems