From Reinforcement Learning to Optimal Control: A unified framework for sequential decisions.
Warren B. PowellPublished in: CoRR (2019)
Keyphrases
- optimal control
- reinforcement learning
- control problems
- dynamic programming
- feedback control
- risk sensitive
- decision making
- actor critic
- control strategy
- control law
- optimal control problems
- infinite horizon
- decision makers
- class of nonlinear systems
- function approximation
- rl algorithms
- brownian motion
- machine learning
- optimal policy
- learning algorithm
- model free
- temporal difference
- markov decision processes
- lyapunov function
- policy gradient
- state space