An Extension of the Schwarzkopf Multiplier Rule in Optimal Control.

Francis H. Clarke Yuri S. Ledyaev Maria do Rosário de Pinho

Published in: SIAM J. Control. Optim. (2011)

Keyphrases

optimal control
dynamic programming
control problems
feedback control
control strategy
class of nonlinear systems
infinite horizon
risk sensitive
reinforcement learning
brownian motion
floating point
optimal control problems
neural network
control algorithm
lyapunov function
control system
linear quadratic