The Approximate Maximum Principle in Constrained Optimal Control.

Boris S. Mordukhovich Ilya Shvartsman

Published in: SIAM J. Control. Optim. (2004)

Keyphrases

optimal control
control problems
dynamic programming
control strategy
feedback control
optimal control problems
class of nonlinear systems
infinite horizon
risk sensitive
reinforcement learning
brownian motion
control law
stochastic control
policy iteration
lyapunov function
linear quadratic