Discrete-time optimal control for stochastic nonlinear polynomial systems.
Miguel Hernández-GonzálezMichael V. BasinPublished in: Int. J. Gen. Syst. (2014)
Keyphrases
- optimal control
- optimal control problems
- linear quadratic
- class of nonlinear systems
- control problems
- brownian motion
- solving nonlinear
- dynamic programming
- control strategy
- risk sensitive
- infinite horizon
- reinforcement learning
- feedback control
- lyapunov function
- markov decision processes
- dynamical systems
- control law
- learning algorithm
- real time
- continuous stirred tank reactor
- vector valued
- closed loop
- markov chain
- neural network