Tractable Stochastic Predictive Control for Partially Observable Markov Decision Processes with Time-Joint Chance Constraints.
Nan LiIlya V. KolmanovskyAnouck GirardPublished in: CDC (2018)
Keyphrases
- chance constraints
- predictive control
- partially observable markov decision processes
- chance constrained
- computationally tractable
- finite state
- control scheme
- stochastic programming
- dynamical systems
- robust optimization
- reinforcement learning
- decision problems
- belief state
- control strategy
- optimal policy
- dynamic programming
- neuro fuzzy
- multiple models
- state space
- markov decision processes
- planning problems
- control law
- computational complexity
- multistage
- power plant
- multi agent
- knapsack problem
- markov chain
- np hard
- linear program
- partially observable
- closed loop
- dynamic model
- real time
- belief revision
- model checking
- bayesian networks
- decision making
- learning algorithm