Hamilton-Jacobi-Bellman Equation for a Time-Optimal Control Problem in the Space of Probability Measures.
Giulia CavagnariAntonio MarigondaGiandomenico OrlandiPublished in: System Modelling and Optimization (2015)
Keyphrases
- optimal control
- hamilton jacobi bellman
- probability measures
- control problems
- probability measure
- stochastic process
- dynamic programming
- nonlinear systems
- infinite horizon
- stochastic control
- control strategy
- metric space
- brownian motion
- hilbert space
- reinforcement learning
- control law
- stochastic processes
- dynamical systems
- stochastic model
- markov chain
- approximate dynamic programming
- probability distribution