Stochastic differential games and inverse optimal control and stopper policies.
Tanmay RajpurohitWassim M. HaddadPublished in: CDC (2017)
Keyphrases
- optimal control
- optimal control problems
- brownian motion
- dynamic programming
- control policies
- control problems
- policy iteration algorithm
- reinforcement learning
- optimal policy
- infinite horizon
- stochastic control
- feedback control
- class of nonlinear systems
- average cost
- linear quadratic
- risk sensitive
- periodic review
- control law
- control strategy
- production planning
- lyapunov function
- actor critic
- policy iteration
- stochastic process
- markov processes
- stochastic demand
- mathematical model
- control system
- machine learning