Safe Optimal Control Using Stochastic Barrier Functions and Deep Forward-Backward SDEs.
Marcus Aloysius PereiraZiyi WangIoannis ExarchosEvangelos A. TheodorouPublished in: CoRR (2020)
Keyphrases
- optimal control
- forward backward
- optimal control problems
- brownian motion
- dynamic programming
- control problems
- risk sensitive
- hidden markov models
- stochastic control
- control strategy
- reinforcement learning
- class of nonlinear systems
- linear quadratic
- feedback control
- infinite horizon
- lyapunov function
- stochastic model
- production planning
- control law
- policy iteration
- finite state
- dynamical systems
- supply chain
- real time