Consistent Approximations and Approximate Functions and Gradients in Optimal Control.
Olivier PironneauElijah PolakPublished in: SIAM J. Control. Optim. (2002)
Keyphrases
- optimal control
- control problems
- feedback control
- linear functions
- dynamic programming
- control strategy
- infinite horizon
- risk sensitive
- reinforcement learning
- class of nonlinear systems
- policy evaluation
- optimal control problems
- exact answers
- lyapunov function
- brownian motion
- policy iteration
- stochastic control
- control law