On the Synthesis of Bellman Inequalities for Data-Driven Optimal Control.
Andrea MartinelliMatilde GargianiJohn LygerosPublished in: CoRR (2021)
Keyphrases
- optimal control
- data driven
- dynamic programming
- control problems
- feedback control
- actor critic
- infinite horizon
- risk sensitive
- class of nonlinear systems
- control strategy
- sufficient conditions
- reinforcement learning
- optimal control problems
- control law
- machine learning
- brownian motion
- linear quadratic
- piecewise linear
- linear program
- mixed integer
- data mining
- lyapunov function
- optimal policy
- control system