Data-driven optimal control via linear programming: boundedness guarantees.
Lucia FalconiAndrea MartinelliJohn LygerosPublished in: CoRR (2023)
Keyphrases
- optimal control
- data driven
- linear programming
- dynamic programming
- linear program
- control problems
- feedback control
- risk sensitive
- optimal solution
- control strategy
- brownian motion
- sufficient conditions
- optimal control problems
- primal dual
- control law
- class of nonlinear systems
- reinforcement learning
- infinite horizon
- semidefinite programming
- state space
- integer programming
- linear programming problems
- stochastic control
- multistage
- np hard
- objective function
- machine learning
- quadratic programming
- lyapunov function
- nonlinear programming
- actor critic
- control system
- markov decision processes
- knapsack problem