Approximate dynamic programming via penalty functions

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Author
Beuchat, Paul N.
Lygeros, John
Date
2017-07
Type
  • Conference Paper
Publication status
published
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Journal / series
IFAC-PapersOnLine
Volume
50(1)
Pages / Article No.
11814 - 11821
Publisher
Elsevier
Event
20th IFAC World Congress (IFAC 2017), Toulouse, France, July 9-14, 2017
Subject
Stochastic optimal control problems; Approximate dynamic programming; Soft constraints
Organisational unit
03751 - Lygeros, John / Lygeros, John  
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