Network Risk Limiting Dispatch: Optimal Control and Price of Uncertainty.
Baosen ZhangRam RajagopalDavid N. C. TsePublished in: IEEE Trans. Autom. Control. (2014)
Keyphrases
- optimal control
- risk sensitive
- control problems
- control strategy
- dynamic programming
- feedback control
- class of nonlinear systems
- risk averse
- infinite horizon
- reinforcement learning
- expected utility
- continuous stirred tank reactor
- optimal control problems
- linear quadratic
- brownian motion
- control law
- control method
- multistage
- np hard