-optimal control for nested interconnections: A state-space solution.
Carsten W. SchererPublished in: Syst. Control. Lett. (2013)
Keyphrases
- optimal control
- state space
- optimal control problems
- dynamic programming
- reinforcement learning
- control problems
- feedback control
- infinite horizon
- class of nonlinear systems
- control strategy
- risk sensitive
- markov decision processes
- hamilton jacobi bellman
- average cost
- utility function
- mathematical model
- brownian motion
- lyapunov function
- markov chain
- constrained optimization
- reinforcement learning algorithms
- policy iteration
- linear quadratic
- particle filter