Stochastic drift counteraction optimal control and enhancing convergence of value iteration.
Robert A. E. ZidekIlya V. KolmanovskyPublished in: CDC (2016)
Keyphrases
- optimal control
- optimal control problems
- dynamic programming
- infinite horizon
- brownian motion
- control problems
- stochastic shortest path
- policy iteration
- markov decision processes
- state space
- reinforcement learning
- stochastic control
- class of nonlinear systems
- risk sensitive
- feedback control
- linear quadratic
- control strategy
- convergence rate
- markov decision problems
- markov decision process
- average cost
- control law
- linear programming
- actor critic
- multistage
- differential equations