Minimax optimal control of linear system with input-dependent uncertainty.
Changzhi WuKok Lay TeoXiangyu WangPublished in: J. Frankl. Inst. (2014)
Keyphrases
- optimal control
- control problems
- dynamic programming
- linear quadratic
- risk sensitive
- feedback control
- control strategy
- infinite horizon
- brownian motion
- reinforcement learning
- optimal control problems
- class of nonlinear systems
- lyapunov function
- evaluation function
- control law
- linear model
- control system
- neural network