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Risk Aware Minimum Principle for Optimal Control of Stochastic Differential Equations.

Jukka IsohätäläWilliam B. Haskell
Published in: IEEE Trans. Autom. Control. (2022)
Keyphrases
  • optimal control
  • brownian motion
  • stochastic differential equations
  • risk sensitive
  • dynamic programming
  • reinforcement learning
  • control strategy
  • optimal control problems
  • risk management
  • infinite horizon