Reinforcement Learning in Non-Stationary Discrete-Time Linear-Quadratic Mean-Field Games.
Muhammad Aneeq uz ZamanKaiqing ZhangErik MiehlingTamer BasarPublished in: CDC (2020)
Keyphrases
- non stationary
- linear quadratic
- optimal control
- reinforcement learning
- closed loop
- vector valued
- dynamical systems
- dynamic programming
- markov random field
- control strategy
- gaussian model
- markov processes
- state space
- machine learning
- learning algorithm
- scale space
- real time
- control system
- wavelet packet
- empirical mode decomposition