Equivalency of Optimality Criteria of Markov Decision Process and Model Predictive Control.
Arash Bahari KordabadMario ZanonSebastien GrosPublished in: CoRR (2022)
Keyphrases
- markov decision process
- optimality criteria
- model predictive control
- control system
- predictive control
- state space
- markov decision processes
- optimal policy
- reinforcement learning
- finite horizon
- initial state
- infinite horizon
- control scheme
- control strategy
- control algorithm
- bayesian networks
- markov chain
- decision support system
- transition probabilities
- reward function
- average cost
- higher order
- dynamic programming
- expert systems