A Distributionally Robust Approach to Regret Optimal Control using the Wasserstein Distance.
Feras Al TahaShuhao YanEilyan BitarPublished in: CDC (2023)
Keyphrases
- optimal control
- control problems
- dynamic programming
- robust optimization
- class of nonlinear systems
- feedback control
- online learning
- control strategy
- risk sensitive
- infinite horizon
- distance measure
- lower bound
- brownian motion
- lyapunov function
- reinforcement learning
- optimal control problems
- pointwise
- real time
- loss function
- stochastic programming
- linear quadratic
- neural network