Multiple-objective risk-sensitive control and its small noise limit.
Andrew E. B. LimXun Yu ZhouJohn B. MoorePublished in: Autom. (2003)
Keyphrases
- multiple objectives
- risk sensitive
- optimal control
- multi objective
- control policies
- pareto optimal
- utility function
- markov decision chains
- multi objective optimization
- markov decision processes
- dynamic programming
- control system
- control strategy
- model free
- control strategies
- expected utility
- optimality criterion
- knapsack problem
- sufficient conditions
- special case
- average cost
- control policy
- evolutionary algorithm
- reinforcement learning