Remarks on risk sensitive adaptive control of Markov processes.
Tyrone E. DuncanBozenna Pasik-DuncanLukasz StettnerPublished in: CDC (2006)
Keyphrases
- adaptive control
- markov processes
- risk sensitive
- optimal control
- control law
- markov chain
- utility function
- markov decision processes
- markov process
- model free
- reinforcement learning
- control method
- random fields
- non stationary
- dynamic environments
- stochastic processes
- optimality criterion
- control policies
- finite state
- dynamic programming
- hidden markov models
- stochastic process
- least squares
- transition probabilities
- decision theoretic
- decision makers