An Algebraic Formula for Performance Bounds of a Weighted $\mathcal {H}_\infty$ Optimal Control Problem.
Andrés A. PetersFrancisco J. VargasJie ChenPublished in: IEEE Trans. Autom. Control. (2021)
Keyphrases
- optimal control
- control problems
- reinforcement learning
- dynamic programming
- upper bound
- control strategy
- risk sensitive
- lower bound
- class of nonlinear systems
- control law
- feedback control
- optimal control problems
- infinite horizon
- stochastic control
- learning algorithm
- machine learning
- data mining
- linear programming
- np hard
- lyapunov function