Optimal control with a cost of changing control.
Changjun YuKok Lay TeoTeng Tiow TayPublished in: AuCC (2013)
Keyphrases
- optimal control
- control problems
- average cost
- control strategy
- feedback control
- dynamic programming
- risk sensitive
- optimal control problems
- class of nonlinear systems
- infinite horizon
- brownian motion
- control law
- linear quadratic
- stochastic control
- reinforcement learning
- lyapunov function
- total cost
- continuous stirred tank reactor
- expected cost
- impedance control
- learning algorithm