Average Cost Optimal Control of Stochastic Systems Using Reinforcement Learning.
Jing LaiJunlin XiongPublished in: CoRR (2020)
Keyphrases
- optimal control
- average cost
- stochastic systems
- reinforcement learning
- infinite horizon
- control problems
- approximate dynamic programming
- stochastic models
- dynamic programming
- finite horizon
- risk sensitive
- function approximation
- markov decision processes
- state space
- control strategy
- control law
- confidence intervals
- initial state
- control policy
- markov decision process
- optimal policy
- policy iteration
- stochastic processes
- holding cost
- control system
- markov decision problems
- partially observable
- temporal difference