Time aggregation based optimal control and Lebesgue sampling.

Yan-Kai Xu Xi-Ren Cao

Published in: CDC (2007)

Keyphrases

optimal control
dynamic programming
control problems
feedback control
control strategy
brownian motion
class of nonlinear systems
risk sensitive
infinite horizon
optimal control problems
reinforcement learning
control law
lyapunov function
multistage
machine learning
monte carlo
control system
stochastic control