Risk-averse autonomous systems: A brief history and recent developments from the perspective of optimal control.
Yuheng WangMargaret P. ChapmanPublished in: Artif. Intell. (2022)
Keyphrases
- recent developments
- optimal control
- autonomous systems
- risk averse
- risk neutral
- risk sensitive
- dynamic programming
- utility function
- dynamic environments
- decision makers
- stochastic programming
- optimal control problems
- infinite horizon
- control strategy
- recent advances
- autonomous navigation
- portfolio management
- reinforcement learning
- expected utility
- control algorithm
- knapsack problem