Reinforcement Learning based optimal control with a probabilistic risk constraint.
Arunava NahaSubhrakanti DeyPublished in: CoRR (2023)
Keyphrases
- optimal control
- risk sensitive
- reinforcement learning
- control problems
- dynamic programming
- feedback control
- class of nonlinear systems
- control strategy
- infinite horizon
- optimal control problems
- brownian motion
- bayesian networks
- actor critic
- function approximation
- rl algorithms
- probabilistic model
- state space
- lyapunov function
- markov decision processes
- linear constraints
- reward function
- policy gradient
- optimal solution
- optimal policy
- stochastic control
- linear quadratic