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Further Results on Subgradients of the Value Function to a Parametric Optimal Control Problem.
Nguyen Huy Chieu
Bui Trong Kien
Nguyen Thi Toan
Published in:
J. Optim. Theory Appl. (2016)
Keyphrases
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optimal control
control problems
dynamic programming
control strategy
feedback control
risk sensitive
reinforcement learning
optimal control problems
policy gradient
lyapunov function
class of nonlinear systems
infinite horizon
brownian motion
control law
evolutionary algorithm
actor critic