Consistent approximation of a nonlinear optimal control problem with uncertain parameters.
Chris PhelpsQi GongJohannes O. RoysetClaire WaltonIsaac KaminerPublished in: Autom. (2014)
Keyphrases
- optimal control
- class of nonlinear systems
- linear quadratic
- lyapunov function
- control problems
- dynamic programming
- feedback control
- control strategy
- optimal control problems
- continuous stirred tank reactor
- risk sensitive
- infinite horizon
- reinforcement learning
- maximum likelihood
- expectation maximization
- stochastic control
- real time
- nonlinear systems
- closed form solutions
- brownian motion
- difference equations
- learning algorithm