Dynamic programming and optimal control for vector-valued functions: A state-of-the-art review.
Fouad Ben AbdelazizDavide La TorreHouda AlayaPublished in: RAIRO Oper. Res. (2021)
Keyphrases
- optimal control
- dynamic programming
- vector valued functions
- control problems
- feedback control
- risk sensitive
- infinite horizon
- state space
- linear programming
- multistage
- class of nonlinear systems
- control law
- reinforcement learning
- control strategy
- brownian motion
- real time
- greedy algorithm
- knapsack problem
- average cost
- policy iteration
- markov decision processes
- lyapunov function
- markov chain
- machine learning
- neural network