Bayesian optimal control for a non-autonomous stochastic discrete time system.
Ioannis K. DassiosKrzysztof J. SzajowskiPublished in: Appl. Math. Comput. (2016)
Keyphrases
- optimal control problems
- optimal control
- dynamic programming
- control strategy
- control problems
- linear quadratic
- class of nonlinear systems
- risk sensitive
- brownian motion
- bayesian networks
- infinite horizon
- reinforcement learning
- lyapunov function
- feedback control
- control theory
- control law
- production planning
- stochastic control
- maximum likelihood
- solving nonlinear
- hamilton jacobi bellman
- continuous stirred tank reactor