A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint.
Jianhui HuangHaiyang WangZhen WuPublished in: Syst. Control. Lett. (2018)
Keyphrases
- optimal control
- optimal control problems
- brownian motion
- control problems
- stochastic control
- dynamic programming
- infinite horizon
- class of nonlinear systems
- feedback control
- control strategy
- risk sensitive
- linear quadratic
- reinforcement learning
- production planning
- control law
- markov processes
- mobile robot
- lyapunov function
- neural network
- control policies
- real time