Fourier-Hermite Dynamic Programming for Optimal Control.
Sakira HassanSimo SärkkäPublished in: CoRR (2022)
Keyphrases
- optimal control
- dynamic programming
- fourier series
- fourier transform
- control problems
- state space
- feedback control
- infinite horizon
- multistage
- class of nonlinear systems
- risk sensitive
- optimal control problems
- brownian motion
- image reconstruction
- linear programming
- control strategy
- control law
- activation function
- average cost
- markov decision processes
- frequency domain
- reinforcement learning
- machine learning
- radon transform
- real time
- knapsack problem
- discrete fourier transform
- optimal policy
- control system