I am running into a problem where I have a control system $S[t]$ that takes a control $C[t]$, so that $$S[t+1] = H(C[t,t-1,...], S[t,t-1,...])$$ the response of the system is the history of controls and responses.

I am looking for a way to control $C[t]$ to optimize the value of $S[t]$ at any point in time.

What is the literature on this problem called? Where do I start looking? Thanks.


This looks like it might be able to be written as a dynamic programming problem. Bellman's equation looks very similar to the way you have expressed your control problem.

  • $\begingroup$ yes, RL is the only solution I can find, but I think the problem is simple enough that there may be some theoretical control theory for it $\endgroup$ – thang Nov 8 '18 at 12:07

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.