Optimal control versus stochastic target problems: An equivalence result.

Bruno Bouchard Ngoc-Minh Dang

Published in: Syst. Control. Lett. (2012)

Keyphrases

optimal control
optimal control problems
control problems
stochastic control
dynamic programming
feedback control
brownian motion
optimization problems
solving nonlinear
risk sensitive
machine learning
linear programming
stochastic process
lyapunov function
class of nonlinear systems