A constrained optimal control approach to smoothing splines.
Jinglai ShenXiao WangPublished in: CDC/ECC (2011)
Keyphrases
- optimal control
- control problems
- dynamic programming
- control strategy
- risk sensitive
- class of nonlinear systems
- feedback control
- optimal control problems
- reinforcement learning
- infinite horizon
- brownian motion
- lyapunov function
- curve fitting
- b spline
- linear quadratic
- control law
- learning algorithm
- hamilton jacobi bellman