Stabilization with discounted optimal control.
Vladimir GaitsgoryLars GrüneNeil ThatcherPublished in: Syst. Control. Lett. (2015)
Keyphrases
- optimal control
- infinite horizon
- dynamic programming
- average cost
- finite horizon
- control problems
- feedback control
- control strategy
- risk sensitive
- stochastic demand
- class of nonlinear systems
- markov decision processes
- production planning
- reinforcement learning
- markov decision process
- optimal control problems
- control law
- policy iteration
- brownian motion
- optimal policy
- state space
- markov decision problems
- lyapunov function
- control method
- dynamical systems