Risk-averse autonomous systems: A brief history and recent developments from the perspective of optimal control.
Yuheng WangMargaret P. ChapmanPublished in: CoRR (2021)
Keyphrases
- recent developments
- optimal control
- autonomous systems
- risk averse
- risk neutral
- risk sensitive
- dynamic programming
- dynamic environments
- decision makers
- utility function
- recent advances
- control strategy
- optimal control problems
- autonomous navigation
- stochastic programming
- reinforcement learning
- average cost
- infinite horizon
- path planning
- situation awareness
- portfolio management
- multistage
- decision support system
- optimization problems
- objective function
- learning algorithm