Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift.
Marco FuhrmanCarlo OrrieriPublished in: SIAM J. Control. Optim. (2016)
Keyphrases
- optimal control
- optimal control problems
- class of nonlinear systems
- linear quadratic
- brownian motion
- control problems
- lyapunov function
- dynamic programming
- feedback control
- risk sensitive
- stochastic control
- infinite horizon
- control strategy
- reinforcement learning
- control law
- continuous stirred tank reactor
- neural network controller
- solving nonlinear
- closed loop
- stochastic process
- differential equations