Duality between cost and density in optimal control.
Anders RantzerSven HedlundPublished in: CDC (2003)
Keyphrases
- optimal control
- average cost
- dynamic programming
- control problems
- control strategy
- feedback control
- class of nonlinear systems
- infinite horizon
- reinforcement learning
- optimal control problems
- risk sensitive
- total cost
- control law
- linear programming
- lyapunov function
- finite horizon
- expected cost
- evolutionary algorithm
- fixed cost
- brownian motion
- linear quadratic
- data mining