Minimax Optimal Control.

Richard B. Vinter

Published in: SIAM J. Control. Optim. (2005)

Keyphrases

optimal control
dynamic programming
control problems
feedback control
control strategy
risk sensitive
optimal control problems
class of nonlinear systems
worst case
control law
infinite horizon
brownian motion
evaluation function
stochastic control
optimal solution
lyapunov function
reinforcement learning