The turnpike property and the longtime behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems.
Carlos EsteveHicham KouhkouhDario PighinEnrique ZuazuaPublished in: Math. Control. Signals Syst. (2022)
Keyphrases
- hamilton jacobi bellman
- control problems
- optimal control
- finite dimensional
- reinforcement learning
- stochastic control
- higher dimensional
- queueing systems
- numerical solution
- dynamic programming
- euclidean space
- vector space
- convex sets
- nonlinear systems
- adaptive control
- control strategy
- low dimensional
- control law
- brownian motion
- approximate dynamic programming