Stochastic differential games and inverse optimal control and stopper policies.
Tanmay RajpurohitWassim M. HaddadWei SunPublished in: Int. J. Control (2019)
Keyphrases
- optimal control
- optimal control problems
- brownian motion
- dynamic programming
- control problems
- average cost
- control policies
- stochastic control
- infinite horizon
- feedback control
- optimal policy
- reinforcement learning
- policy iteration algorithm
- risk sensitive
- class of nonlinear systems
- linear quadratic
- finite horizon
- periodic review
- production planning
- control theory
- solving nonlinear
- markov decision process
- control law
- control strategy
- stochastic games
- stochastic process
- actor critic