A System Level Approach to Regret Optimal Control.
Alexandre DidierJerome SieberMelanie N. ZeilingerPublished in: CoRR (2022)
Keyphrases
- optimal control
- control problems
- infinite horizon
- dynamic programming
- feedback control
- control strategy
- risk sensitive
- class of nonlinear systems
- optimal control problems
- linear quadratic
- control law
- online learning
- reinforcement learning
- lyapunov function
- brownian motion
- objective function
- average cost
- lower bound
- control theory
- linear programming
- stochastic control
- neural network