Chance-constrained H∞ control for a class of time-varying systems with stochastic nonlinearities: The finite-horizon case.
Engang TianZidong WangLei ZouDong YuePublished in: Autom. (2019)
Keyphrases
- chance constrained
- finite horizon
- control policies
- stochastic programming
- optimal policy
- control strategies
- computationally tractable
- decision making
- control system
- multistage
- infinite horizon
- chance constraints
- inventory control
- control strategy
- markov decision processes
- non stationary
- markov chain
- reinforcement learning