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On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures.
Mokhtar Hafayed
Shahlar F. Meherrem
Published in:
Int. J. Control (2020)
Keyphrases
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optimal control
stochastic systems
control problems
dynamic programming
control strategy
infinite horizon
stochastic models
confidence intervals
markov random field
reinforcement learning
control law
control algorithm
em algorithm
average cost
optimal solution
sufficient conditions
machine learning