A control Lyapunov function approach for the computation of the infinite-horizon stochastic reach-avoid problem.
Ilya TkachevAlessandro AbatePublished in: CDC (2013)
Keyphrases
- optimal control
- lyapunov function
- infinite horizon
- dynamic programming
- control strategy
- finite horizon
- control method
- stochastic demand
- sufficient conditions
- hopfield neural network
- optimal policy
- average cost
- neural network
- long run
- control law
- control system
- reinforcement learning
- markov decision processes
- nonlinear systems
- state space
- markov decision process
- actor critic
- policy iteration
- lost sales
- genetic algorithm
- real time