Turnpike Properties in Optimal Control: An Overview of Discrete-Time and Continuous-Time Results.
Timm FaulwasserLars GrünePublished in: CoRR (2020)
Keyphrases
- optimal control
- optimal control problems
- dynamic programming
- linear quadratic
- control strategy
- control problems
- infinite horizon
- class of nonlinear systems
- feedback control
- risk sensitive
- reinforcement learning
- solving nonlinear
- average cost
- production planning
- brownian motion
- lyapunov function
- control law
- optimal solution
- finite state
- markov chain
- state space
- neural network