On linear solutions to a class of risk sensitive control for linear systems with stochastic parameters.
Yuji ItoKenji FujimotoYukihiro TadokoroTakayoshi YoshimuraPublished in: CDC (2015)
Keyphrases
- linear systems
- risk sensitive
- optimal control
- control policies
- dynamical systems
- sufficient conditions
- control strategies
- control system
- utility function
- markov decision processes
- sparse linear systems
- dynamic programming
- control method
- optimal policy
- pid controller
- control policy
- control strategy
- multi objective
- search algorithm
- optimal solution
- reinforcement learning
- mobile robot
- real time
- stochastic optimization
- interior point methods
- support vector