Reinforcement Learning in Non-Stationary Discrete-Time Linear-Quadratic Mean-Field Games.
Muhammad Aneeq uz ZamanKaiqing ZhangErik MiehlingTamer BasarPublished in: CoRR (2020)
Keyphrases
- non stationary
- linear quadratic
- optimal control
- reinforcement learning
- closed loop
- vector valued
- dynamical systems
- dynamic programming
- state space
- control strategy
- markov random field
- markov processes
- gaussian model
- markov decision processes
- empirical mode decomposition
- learning algorithm
- machine learning
- optimal policy
- wavelet packet
- control system
- learning problems
- feature extraction
- image sequences
- change point detection