The Extended Optimal Control Problem and Numerical Techniques of Its Solving.
Askhat I. DiveevArtem BarabashPublished in: CoDIT (2023)
Keyphrases
- optimal control
- control problems
- dynamic programming
- hamilton jacobi bellman
- control strategy
- feedback control
- infinite horizon
- brownian motion
- control law
- class of nonlinear systems
- risk sensitive
- reinforcement learning
- neural network
- numerical methods
- linear quadratic
- optimal control problems
- nonlinear programming
- control scheme
- lyapunov function
- mathematical model