Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information.
Guangchen WangChenghui ZhangWeihai ZhangPublished in: IEEE Trans. Autom. Control. (2014)
Keyphrases
- optimal control
- partial information
- optimal control problems
- brownian motion
- incomplete information
- control problems
- dynamic programming
- feedback control
- risk sensitive
- control strategy
- class of nonlinear systems
- infinite horizon
- free energy
- stochastic control
- linear quadratic
- reinforcement learning
- production planning
- markov processes
- control system
- real time
- control law
- search algorithm