Data-Driven Distributionally Robust Optimal Control with State-Dependent Noise.
Rui LiuGuangyao ShiPratap TokekarPublished in: CoRR (2023)
Keyphrases
- optimal control
- state dependent
- data driven
- control problems
- dynamic programming
- steady state
- optimal policy
- reinforcement learning
- infinite horizon
- queueing networks
- control strategy
- robust optimization
- asymptotically optimal
- optimal control problems
- base stock policy
- arrival rate
- markov chain
- bayesian networks
- learning algorithm