Dynamic programming and duality applied to an optimal control problem.

Robin Hill Uwe Schwerdtfeger Michael Baake Yousong Luo

Published in: AuCC (2011)

Keyphrases

optimal control
dynamic programming
infinite horizon
control problems
feedback control
linear programming
control strategy
optimal control problems
risk sensitive
class of nonlinear systems
reinforcement learning
state space
greedy algorithm
optimal policy
real time
particle swarm optimization
data mining