Parametric approach to optimal control.

Amr Radwan Olga Vasilieva Rentsen Enkhbat Andreas Griewank J. Guddat

Published in: Optim. Lett. (2012)

Keyphrases

optimal control
control problems
dynamic programming
feedback control
control strategy
risk sensitive
optimal control problems
reinforcement learning
infinite horizon
class of nonlinear systems
brownian motion
machine learning
state space
actor critic