New results in impulse-free continuous-time cheap LQ optimal control.

Augusto Ferrante Lorenzo Ntogramatzidis

Published in: MED (2014)

Keyphrases

optimal control
control problems
dynamic programming
optimal control problems
feedback control
control strategy
reinforcement learning
infinite horizon
control law
brownian motion
risk sensitive
class of nonlinear systems
lyapunov function
linear quadratic
real time
denoising
stochastic control