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Safety-Aware Optimal Control of Stochastic Systems Using Conditional Value-at-Risk.
Samantha Samuelson
Insoon Yang
Published in:
ACC (2018)
Keyphrases
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optimal control
stochastic systems
control problems
stochastic models
dynamic programming
control strategy
optimal control problems
infinite horizon
confidence intervals
control law
sample path
reinforcement learning
policy iteration
asymptotic analysis