Optimal control of higher index DAEs with nondifferentiable cost function.
Radoslaw PytlakPublished in: ACC (2007)
Keyphrases
- optimal control
- cost function
- dynamic programming
- control problems
- feedback control
- control strategy
- class of nonlinear systems
- infinite horizon
- reinforcement learning
- risk sensitive
- brownian motion
- control law
- lyapunov function
- objective function
- stochastic control
- algebraic equations
- expected cost
- policy gradient
- neural network
- real time
- optimization problems
- linear quadratic