On the worst-case disturbance of minimax optimal control.
Myung-Gon YoonValery A. UgrinovskiiIan R. PetersenPublished in: CDC (2002)
Keyphrases
- optimal control
- worst case
- control problems
- dynamic programming
- upper bound
- control strategy
- feedback control
- risk sensitive
- np hard
- greedy algorithm
- control law
- lower bound
- infinite horizon
- optimal control problems
- brownian motion
- class of nonlinear systems
- reinforcement learning
- real time
- control system
- computational complexity