A System Level Approach to Regret Optimal Control.
Alexandre DidierJerome SieberMelanie N. ZeilingerPublished in: IEEE Control. Syst. Lett. (2022)
Keyphrases
- optimal control
- dynamic programming
- control problems
- control strategy
- risk sensitive
- feedback control
- optimal control problems
- infinite horizon
- online learning
- lower bound
- multistage
- class of nonlinear systems
- neural network
- evolutionary algorithm
- reinforcement learning
- markov chain
- linear quadratic
- learning algorithm
- machine learning