Solving Stabilize-Avoid Optimal Control via Epigraph Form and Deep Reinforcement Learning.

Oswin So Chuchu Fan

Published in: CoRR (2023)

Keyphrases

optimal control
reinforcement learning
control problems
dynamic programming
infinite horizon
hamilton jacobi bellman
feedback control

control strategy
actor critic
optimal control problems
risk sensitive
control law
class of nonlinear systems

policy iteration algorithm
brownian motion
function approximation
lyapunov function
optimal policy
reinforcement learning algorithms

markov decision processes
state space
real time
rl algorithms
average cost
markov decision problems