Regret Optimal Control for Uncertain Stochastic Systems.

Andrea Martin Luca Furieri Florian Dörfler John Lygeros Giancarlo Ferrari-Trecate

Published in: CoRR (2023)

Keyphrases

optimal control
stochastic systems
dynamic programming
control problems
stochastic models
control strategy
sample path
reinforcement learning
confidence intervals
infinite horizon
lower bound
worst case
control law
average cost
real time
differential equations
policy iteration
average reward