Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation.
Randal W. BeardGeorge N. SaridisJohn T. WenPublished in: Autom. (1997)
Keyphrases
- hamilton jacobi bellman
- optimal control
- control problems
- nonlinear systems
- differential equations
- stochastic control
- partial differential equations
- dynamical systems
- hamilton jacobi
- numerical methods
- approximate dynamic programming
- neural network
- dynamic programming
- numerical solution
- reinforcement learning
- adaptive control