Parallel Iterative Algorithms for Optimal Control.
Gerard G. L. MeyerLouis J. PodrazikPublished in: PPSC (1987)
Keyphrases
- optimal control
- iterative algorithms
- dynamic programming
- control problems
- feedback control
- control strategy
- infinite horizon
- risk sensitive
- reinforcement learning
- brownian motion
- class of nonlinear systems
- lyapunov function
- iterative methods
- dual formulation
- optimal control problems
- control law
- stochastic control
- multistage