On Convex Data-Driven Inverse Optimal Control for Nonlinear, Non-stationary and Stochastic Systems.
Émiland GarrabéHozefa JesawadaCarmen Del VecchioGiovanni RussoPublished in: CoRR (2023)
Keyphrases
- non stationary
- optimal control
- stochastic systems
- linear quadratic
- control problems
- continuous stirred tank reactor
- dynamic programming
- stochastic models
- control strategy
- reinforcement learning
- infinite horizon
- confidence intervals
- control law
- random fields
- markov processes
- convex optimization
- sample path
- convex sets
- mathematical model
- average cost
- sufficient conditions
- machine learning