Stochastic optimal control subject to variational norm uncertainty: Dynamic programming and HJB equation.
Farzad RezaeiCharalambos D. CharalambousNasir Uddin AhmedPublished in: ECC (2009)
Keyphrases
- optimal control
- dynamic programming
- hamilton jacobi bellman
- control problems
- approximate dynamic programming
- nonlinear systems
- state space
- infinite horizon
- image segmentation
- stochastic control
- optimal policy
- linear programming
- reinforcement learning
- dynamical systems
- control law
- hamilton jacobi
- markov decision processes
- control strategy
- steady state
- mathematical model
- brownian motion
- machine learning