Reinforcement learning solution for HJB equation arising in constrained optimal control problem

DOI10.1016/j.neunet.2015.08.007zbMath1397.49044WikidataQ40554581 ScholiaQ40554581MaRDI QIDQ1669182

Biao Luo, Huai-Ning Wu, Tingwen Huang, Derong Liu

Publication date: 30 August 2018

Published in: Neural Networks (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.neunet.2015.08.007

zbMATH Keywords

method of weighted residuals; Hamilton-Jacobi-Bellman (HJB) equation; constrained optimal control; off-policy reinforcement learning; data-based

Mathematics Subject Classification ID

68T05: Learning and adaptive systems in artificial intelligence

49M37: Numerical methods based on nonlinear programming

92B20: Neural networks for/in biological studies, artificial life and related topics

Uses Software

• VEGAS