Distributionally robust Optimal Control and MDP modeling.
Alexander ShapiroPublished in: Oper. Res. Lett. (2021)
Keyphrases
- optimal control
- dynamic programming
- reinforcement learning
- risk sensitive
- feedback control
- control problems
- control strategy
- average cost
- markov decision processes
- robust optimization
- optimal control problems
- infinite horizon
- control law
- class of nonlinear systems
- policy iteration
- lyapunov function
- real valued
- brownian motion
- machine learning
- utility function
- denoising
- linear quadratic
- control system