A Time-Freezing Approach for Numerical Optimal Control of Nonsmooth Differential Equations with State Jumps.
Armin NurkanovicTommaso SartorSebastian AlbrechtMoritz DiehlPublished in: CoRR (2020)
Keyphrases
- optimal control
- differential equations
- brownian motion
- optimal control problems
- numerical methods
- control problems
- dynamic programming
- ordinary differential equations
- feed forward artificial neural networks
- dynamical systems
- partial differential equations
- feedback control
- state space
- infinite horizon
- reinforcement learning
- control strategy
- control law
- numerical solution
- control theory
- boundary value problem
- runge kutta
- markov random field
- optimal solution