LQ optimal control problem in a behavioral setting: New perspectives on the problem statement and solution.
Gianfranco ParlangeliMaria Elena ValcherPublished in: ECC (2003)
Keyphrases
- optimal control
- optimal control problems
- control strategy
- dynamic programming
- control problems
- feedback control
- risk sensitive
- hamilton jacobi bellman
- infinite horizon
- reinforcement learning
- control law
- class of nonlinear systems
- mathematical model
- control method
- learning algorithm
- real time
- brownian motion
- differential equations