Minimax Q-learning control for linear systems using the Wasserstein metric

DOI10.1016/J.AUTOMATICA.2022.110850OpenAlexW4317470250MaRDI QIDQ2681392

Keyou You, Feiran Zhao

Publication date: 3 February 2023

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.06794

zbMATH Keywords

Wasserstein metricQ-learningminimax controloptimal regulator problem under stochastic uncertaintypartly known distribution

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cites Work

• Model-free \(Q\)-learning designs for linear discrete-time zero-sum games with application to \(H^\infty\) control
• Distributionally Robust Convex Optimization
• Wasserstein Distributionally Robust Stochastic Control: A Data-Driven Approach
• Robust Control of Markov Decision Processes with Uncertain Transition Matrices
• \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.

This page was built for publication: Minimax Q-learning control for linear systems using the Wasserstein metric