Robust optimal control with adjustable uncertainty sets.

Xiaojing Zhang Maryam Kamgarpour Angelos Georghiou Paul Goulart John Lygeros

Published in: Autom. (2017)

Keyphrases

optimal control
control problems
risk sensitive
dynamic programming
control strategy
feedback control
optimal control problems
robust optimization
infinite horizon
reinforcement learning
class of nonlinear systems
control law
brownian motion
decision theory
long run