Sensitivity analysis and the adjoint update strategy for an optimal control problem with mixed control-state constraints.
Roland GriesseDaniel WachsmuthPublished in: Comput. Optim. Appl. (2009)
Keyphrases
- optimal control
- sensitivity analysis
- control problems
- control strategy
- feedback control
- dynamic programming
- decision variables
- managerial insights
- risk sensitive
- optimal control problems
- control law
- infinite horizon
- variational inequalities
- reinforcement learning
- brownian motion
- control system
- impedance control
- influence diagrams
- class of nonlinear systems
- adaptive control
- linear programming problems
- queueing systems
- control theory
- neural network
- linear quadratic
- linear program
- state space
- bayesian networks
- machine learning