Leveraging Proximal Optimization for Differentiating Optimal Control Solvers.

Oumayma Bounou Jean Ponce Justin Carpentier

Published in: CDC (2023)

Keyphrases

optimal control
optimal control problems
dynamic programming
control problems
feedback control
infinite horizon
control strategy
optimization algorithm
lyapunov function
class of nonlinear systems
reinforcement learning
risk sensitive
control system
optimization problems
brownian motion
linear quadratic