A Distributionally Robust Approach to Regret Optimal Control using the Wasserstein Distance.
Shuhao YanFeras Al TahaEilyan BitarPublished in: CoRR (2023)
Keyphrases
- optimal control
- dynamic programming
- control problems
- feedback control
- class of nonlinear systems
- risk sensitive
- control strategy
- robust optimization
- optimal control problems
- lyapunov function
- control law
- pointwise
- infinite horizon
- machine learning
- distance measure
- stochastic control
- adaptive control
- multistage
- stochastic programming
- online learning
- control system
- reinforcement learning