Optimal Control of a Constrained Bilinear Dynamic System.

Ido Halperin Grigory Agranovich Yuri Ribakov

Published in: J. Optim. Theory Appl. (2017)

Keyphrases

optimal control
control problems
dynamic programming
control strategy
feedback control
risk sensitive
class of nonlinear systems
reinforcement learning
infinite horizon
optimal control problems
dynamic environments
brownian motion
supply chain
markov decision processes
closed loop
lyapunov function