no code implementations • 6 Jun 2022 • Yuzhen Han, Ruben Solozabal, Jing Dong, Xingyu Zhou, Martin Takac, Bin Gu
To the best of our knowledge, our study establishes the first model-based online algorithm with regret guarantees under LTV dynamical systems.
no code implementations • 26 Mar 2021 • Yuzhen Han, Majid Mazouchi, Subramanya Nageshrao, Hamidreza Modares
This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems.