Safe Optimal Control Using Stochastic Barrier Functions and Deep Forward-Backward SDEs.
Marcus PereiraZiyi WangIoannis ExarchosEvangelos A. TheodorouPublished in: CoRL (2020)
Keyphrases
- optimal control
- forward backward
- optimal control problems
- brownian motion
- dynamic programming
- control problems
- control strategy
- feedback control
- hidden markov models
- stochastic control
- infinite horizon
- linear quadratic
- reinforcement learning
- class of nonlinear systems
- risk sensitive
- control law
- neural network
- solving nonlinear
- real time
- stochastic process