Adaptive Gradient Descent for Optimal Control of Parabolic Equations with Random Parameters.
Yanzhao CaoSomak DasHans-Werner van WykPublished 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