Necessary conditions for optimality for a distributed optimal control problem.
Greg FoderaroSilvia FerrariPublished in: CDC (2010)
Keyphrases
- optimal control
- average cost
- control problems
- dynamic programming
- feedback control
- risk sensitive
- control strategy
- optimal control problems
- sufficient conditions
- infinite horizon
- reinforcement learning
- control law
- lyapunov function
- neural network
- knapsack problem
- brownian motion
- mathematical model
- stochastic control
- data mining
- optimal solution
- linear quadratic