Optimal control using IsoCost-based dynamic programming (Q6845385)

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Optimal control using IsoCost-based dynamic programming

scientific article; zbMATH DE number 8171685

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English	Optimal control using IsoCost-based dynamic programming	scientific article; zbMATH DE number 8171685

Statements

instance of

scholarly article

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title

Optimal control using IsoCost-based dynamic programming (English)

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IET Control Theory \& Applications

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publication date

12 March 2026

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copyright license

Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

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zbMATH Keywords

dynamic programming

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learning systems

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optimal control

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MaRDI profile type

MaRDI publication profile

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cites work

Mean-variance portfolio selection under no-shorting rules: a BSDE approach

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Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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HJB equations for the optimal control of differential equations with delays and state constraints. I: Regularity of viscosity solutions

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Viscosity solutions to HJB equations for boundary-noise and boundary-control problems

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Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. VII: The HJB equation is not always satisfied

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On viscosity solution of HJB equations with state constraints and reflection control

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Nearly optimal control laws for nonlinear systems with saturating actuators using a neural network HJB approach

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Robust dynamic event‐triggered control of saturated nonlinear systems using reinforcement learning

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Model-free adaptive dynamic event-triggered robust control for unknown nonlinear systems using iterative neural dynamic programming

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Sliding dynamics and optimal control of avian influenza model with saturated incidence rate

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Deep learning solution of optimal reinsurance-investment strategies with inside information and multiple risks

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Neural network-based optimal tracking control for partially unknown discrete-time non-linear systems using reinforcement learning

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Data-driven optimal control of operational indices for a class of industrial processes

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Multivariate stochastic approximation using a simultaneous perturbation gradient approximation

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Formulas for Data-Driven Control: Stabilization, Optimality, and Robustness

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Optimal feedback law recovery by gradient-augmented sparse polynomial regression

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Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations

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Data-Driven Tensor Train Gradient Cross Approximation for Hamilton–Jacobi–Bellman Equations

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Arc length based maximal Lyapunov functions and domains of attraction estimation for polynomial nonlinear systems

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Identifiers

DOI

10.1049/CTH2.70014

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Optimal control using IsoCost-based dynamic programming