Safety-Aware Optimal Control of Stochastic Systems Using Conditional Value-at-Risk.
Samantha SamuelsonInsoon YangPublished in: CoRR (2018)
Keyphrases
- optimal control
- stochastic systems
- control problems
- stochastic models
- dynamic programming
- confidence intervals
- sample path
- control strategy
- optimal control problems
- reinforcement learning
- infinite horizon
- policy iteration
- average cost
- control law
- real time
- long run
- chaotic systems
- steady state
- control system
- objective function