Globally convergent homotopies for discrete-time optimal control.
Willem EsterhuizenKathrin FlaßkampMatthias K. HoffmannKarl WorthmannPublished in: CoRR (2023)
Keyphrases
- machine learning
- optimal control
- globally convergent
- optimal control problems
- autocalibration
- linear quadratic
- variational inequalities
- global convergence
- reinforcement learning
- newton method
- augmented lagrangian
- dynamic programming
- line search
- solving nonlinear
- control strategy
- global optimum
- convex optimization
- convergence speed
- convergence analysis
- constrained optimization problems
- production planning
- optimization algorithm
- constrained optimization
- step size