Distributed adaptive dynamic programming for data-driven optimal control.
Wentao TangProdromos DaoutidisPublished in: Syst. Control. Lett. (2018)
Keyphrases
- optimal control
- dynamic programming
- data driven
- control problems
- infinite horizon
- feedback control
- risk sensitive
- class of nonlinear systems
- state space
- control strategy
- linear programming
- optimal control problems
- reinforcement learning
- multistage
- brownian motion
- greedy algorithm
- lyapunov function
- linear quadratic
- real time
- average cost
- control law
- poisson process
- approximate dynamic programming
- markov decision processes
- actor critic
- stochastic control