Hamilton-Jacobi Deep Q-Learning for Deterministic Continuous-Time Systems with Lipschitz Continuous Controls

27 Oct 2020 Jeongho Kim Jaeuk Shin Insoon Yang

In this paper, we propose Q-learning algorithms for continuous-time deterministic optimal control problems with Lipschitz continuous controls. Our method is based on a new class of Hamilton-Jacobi-Bellman (HJB) equations derived from applying the dynamic programming principle to continuous-time Q-functions... (read more)

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