Exploring Optimal Control With Observations at a Cost.
Rui AguiarNikka MofidHyunji Alex NamPublished in: CoRR (2020)
Keyphrases
- optimal control
- average cost
- control problems
- dynamic programming
- feedback control
- infinite horizon
- control strategy
- optimal control problems
- brownian motion
- control law
- risk sensitive
- class of nonlinear systems
- reinforcement learning
- total cost
- linear quadratic
- expected cost
- production cost
- finite horizon
- long run
- fixed cost
- lyapunov function
- control system
- real time