Policy Decomposition: Approximate Optimal Control with Suboptimality Estimates.
Ashwin KhadkeHartmut GeyerPublished in: CoRR (2021)
Keyphrases
- optimal control
- infinite horizon
- stochastic control
- control problems
- policy gradient
- dynamic programming
- policy iteration
- actor critic
- feedback control
- risk sensitive
- average cost
- policy evaluation
- class of nonlinear systems
- reinforcement learning
- optimal policy
- control strategy
- finite horizon
- brownian motion
- stochastic demand
- expected cost
- decomposition method
- neural network
- linear quadratic
- control law
- decomposition algorithm
- lyapunov function
- control policies
- queueing systems
- sufficient conditions
- control system
- optimal control problems
- wavelet packet