Optimal control theory provides a rigorous mathematical framework for determining control policies that optimise a given performance criterion while accounting for system dynamics and constraints. Its ...

Inverse optimal control (IOC) is an advanced methodological framework that seeks to deduce the underlying cost or reward functions based solely on the observation of optimal behaviour. Traditionally, ...

This paper gives an algorithm for L-shaped linear programs which arise naturally in optimal control problems with state constraints and stochastic linear programs (which can be represented in this ...

This is a preview. Log in through your library . Abstract The purpose of this paper is to compare the results which have been recently obtained in optimal stochastic control. Various maximum ...