arXiv Open Access 2021

Convergence of the Value Function in Optimal Control Problems with Unknown Dynamics

Andrea Pesare Michele Palladino Maurizio Falcone

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Abstrak

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and we assume to represent uncertainty in the dynamics by a probability distribution. The proposed framework aims to describe and motivate some model-based Reinforcement Learning algorithms where the model is probabilistic. We also show some numerical experiments which confirm the theoretical results.

Topik & Kata Kunci

math.OC

Penulis (3)

Andrea Pesare

Michele Palladino

Maurizio Falcone

Format Sitasi

APA MLA BibTeX

Pesare, A., Palladino, M., Falcone, M. (2021). Convergence of the Value Function in Optimal Control Problems with Unknown Dynamics. https://arxiv.org/abs/2105.13708

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Informasi Jurnal

Tahun Terbit: 2021
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓