On the Synthesis of Bellman Inequalities for Data-Driven Optimal Control.
Andrea MartinelliMatilde GargianiJohn LygerosPublished in: CDC (2021)
Keyphrases
- optimal control
- data driven
- control problems
- dynamic programming
- feedback control
- linear program
- control strategy
- risk sensitive
- optimal control problems
- actor critic
- infinite horizon
- class of nonlinear systems
- reinforcement learning
- brownian motion
- control law
- mixed integer
- sufficient conditions
- piecewise linear
- linear programming
- control scheme
- state space
- real time
- column generation
- stochastic control
- np hard