Robust Optimal Control of Continuous Time Linear System using Reinforcement Learning.
Abdul SamiAttaullah Y. MemonPublished in: ANZCC (2018)
Keyphrases
- multistage
- optimal control
- dynamic programming
- reinforcement learning
- control problems
- optimal control problems
- linear quadratic
- feedback control
- risk sensitive
- class of nonlinear systems
- control strategy
- actor critic
- state space
- infinite horizon
- function approximation
- control law
- brownian motion
- reinforcement learning algorithms
- average cost
- learning algorithm
- function approximators
- lyapunov function
- dynamical systems