Optimal Control of Favorable Games with Expected Loss Constraint.
Johannes LeitnerPublished in: SIAM J. Control. Optim. (2006)
Keyphrases
- optimal control
- expected loss
- control problems
- dynamic programming
- feedback control
- risk sensitive
- active learning
- error rate
- control strategy
- reinforcement learning
- infinite horizon
- class of nonlinear systems
- decision rules
- optimal control problems
- game theory
- brownian motion
- control law
- nash equilibria
- linear quadratic
- linear constraints
- data sets
- nash equilibrium
- learning process
- pattern recognition
- continuous stirred tank reactor