A dynamic programming approach to solving constrained linear-quadratic optimal control problems.

Ruth Mitze Martin Mönnigmann

Published in: Autom. (2020)

Keyphrases

optimal control
optimal control problems
dynamic programming
linear quadratic
infinite horizon
linear programming
state space
reinforcement learning
knapsack problem
greedy algorithm
control law
nonlinear programming
markov decision processes
control strategy
loss function
optimal policy
multiresolution
multiscale