Adaptive Gradient Descent for Optimal Control of Parabolic Equations with Random Parameters.

Yanzhao Cao Somak Das Hans-Werner van Wyk

Published in: CoRR (2021)

Keyphrases

optimal control
control problems
linear quadratic
dynamic programming
risk sensitive
feedback control

hamilton jacobi bellman
optimal control problems
control strategy
class of nonlinear systems
cost function
maximum likelihood

closed form solutions
lyapunov function
infinite horizon
reinforcement learning
brownian motion
mathematical model

numerical solution
neural network
nonlinear equations
control law
expectation maximization