Optimal control policies for reserve deployment with probabilistic performance guarantees.
Maria VrakopoulouIan A. HiskensPublished in: CDC (2017)
Keyphrases
- optimal control
- dynamic programming
- control problems
- risk sensitive
- average cost
- optimal policy
- reinforcement learning
- class of nonlinear systems
- optimal control problems
- control strategy
- bayesian networks
- feedback control
- probabilistic model
- brownian motion
- lyapunov function
- stochastic control
- infinite horizon
- linear quadratic
- markov chain
- control law
- probability distribution
- control system