A new proof for the existence and uniqueness of the discrete evolutionary HJB equations.
Salah Mahmoud BoulaarasMohamed HaiourPublished in: Appl. Math. Comput. (2015)
Keyphrases
- hamilton jacobi bellman
- optimal control
- control problems
- nonlinear systems
- mathematical model
- stochastic control
- evolutionary computation
- sufficient conditions
- differential equations
- genetic algorithm
- numerical solution
- control law
- approximate dynamic programming
- markov processes
- vector valued
- finite number
- dynamical systems
- reinforcement learning