Optimal control for mean-field system: Discrete-time case.
Huanshui ZhangQingyuan QiPublished in: CDC (2016)
Keyphrases
- optimal control
- optimal control problems
- linear quadratic
- dynamic programming
- feedback control
- control strategy
- control problems
- reinforcement learning
- infinite horizon
- control law
- risk sensitive
- class of nonlinear systems
- brownian motion
- lyapunov function
- stochastic control
- markov random field
- belief networks
- markov chain
- maximum likelihood
- neural network