Nonconvex Duality in Optimal Control.
Francis H. ClarkeChadi NourPublished in: SIAM J. Control. Optim. (2005)
Keyphrases
- optimal control
- control problems
- linear programming
- dynamic programming
- nonlinear programming
- feedback control
- convex optimization
- reinforcement learning
- optimal control problems
- risk sensitive
- class of nonlinear systems
- infinite horizon
- control strategy
- optimization problems
- objective function
- control law
- lyapunov function
- brownian motion
- multistage
- data mining