Data-driven distributionally robust control of partially observable jump linear systems.
Mathijs SchuurmansPanagiotis PatrinosPublished in: CoRR (2021)
Keyphrases
- linear systems
- partially observable
- dynamical systems
- data driven
- state space
- reinforcement learning
- robust optimization
- partial observability
- markov decision processes
- sparse linear systems
- markov chain
- sufficient conditions
- control system
- infinite horizon
- coefficient matrix
- partial observations
- partially observable environments
- optimal control
- control method
- orders of magnitude
- decision problems
- dynamic systems
- simulated annealing
- action models
- multi agent
- genetic algorithm