Differentiable Optimal Control via Differential Dynamic Programming.
Traiko DinevCarlos MastalliVladimir IvanSteve TonneauSethu VijayakumarPublished in: CoRR (2022)
Keyphrases
- optimal control
- dynamic programming
- control problems
- feedback control
- infinite horizon
- class of nonlinear systems
- risk sensitive
- optimal control problems
- multistage
- knapsack problem
- linear programming
- state space
- objective function
- brownian motion
- reinforcement learning
- loss function
- markov decision processes
- data mining
- control law
- lyapunov function
- real time
- optimal policy
- linear quadratic
- partially observable markov decision processes
- average cost
- nonlinear systems
- greedy algorithm