Policy iteration for Hamilton-Jacobi-Bellman equations with control constraints.
Sudeep KunduKarl KunischPublished in: CoRR (2020)
Keyphrases
- hamilton jacobi bellman
- optimal control
- policy iteration
- control problems
- stochastic control
- reinforcement learning
- approximate dynamic programming
- infinite horizon
- markov decision processes
- control strategy
- dynamic programming
- model free
- control system
- average cost
- fixed point
- nonlinear systems
- least squares
- finite state
- linear program
- markov decision process
- hamilton jacobi
- function approximation
- optimal policy
- markov chain
- control policy
- average reward
- linear programming
- state space