A concise proof for existence and uniqueness of solutions of linear parabolic PDEs in the context of optimal control.
Anton SchielaPublished in: Syst. Control. Lett. (2013)
Keyphrases
- optimal control
- dynamic programming
- linear quadratic
- control problems
- feedback control
- optimal control problems
- reinforcement learning
- class of nonlinear systems
- risk sensitive
- control strategy
- infinite horizon
- control law
- brownian motion
- lyapunov function
- partial differential equations
- linear programming
- machine learning