Approximation of continuous-time infinite-horizon optimal control problems arising in model predictive control.
Michael MuehlebachRaffaello D'AndreaPublished in: CDC (2016)
Keyphrases
- optimal control problems
- infinite horizon
- optimal control
- model predictive control
- production planning
- predictive control
- control strategy
- control system
- finite horizon
- control law
- dynamic programming
- average cost
- reinforcement learning
- markov decision process
- optimal policy
- long run
- control scheme
- control algorithm
- markov decision processes
- state space
- neural network
- finite number
- solving nonlinear