A Reinforcement Learning Look at Risk-Sensitive Linear Quadratic Gaussian Control.

Leilei Cui Zhong-Ping Jiang

Published in: CoRR (2022)

Keyphrases

optimal control
linear quadratic
risk sensitive
reinforcement learning
dynamic programming
control strategy
infinite horizon
model free
machine learning
learning algorithm
control system
dynamical systems
markov decision processes
decision theory
average cost
robot control