Sequential alternating least squares for solving high dimensional linear Hamilton-Jacobi-Bellman equation.
Elis StefanssonYoke Peng LeongPublished in: IROS (2016)
Keyphrases
- hamilton jacobi bellman
- optimal control
- high dimensional
- control problems
- nonlinear systems
- stochastic control
- dynamical systems
- queueing systems
- low dimensional
- reinforcement learning
- data points
- dimensionality reduction
- dynamic programming
- model selection
- high dimensional data
- operations management
- natural images
- closed form
- linear model