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Game-Theoretic Analysis of Optimal Control and Sampling for Linear Stochastic Systems.
Guanze Peng
Quanyan Zhu
Published in:
Allerton (2019)
Keyphrases
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optimal control
theoretic analysis
stochastic systems
linear quadratic
control problems
dynamic programming
control strategy
stochastic models
infinite horizon
confidence intervals
control law
reinforcement learning
sample path
optimal strategy
real time
asymptotic analysis
average cost
monte carlo
machine learning