Sensitivity analysis for parametric control problems with control-state constraints.

Kazimierz Malanowski Helmut Maurer

Published in: Comput. Optim. Appl. (1996)

Keyphrases

control problems
sensitivity analysis
optimal control
reinforcement learning
adaptive control
managerial insights
variational inequalities
decision variables
queueing systems
state space
influence diagrams
stochastic control
real time
dynamic environments
control method
state variables