Recurrent neural networks for stochastic control problems with delay.
Jiequn HanRuimeng HuPublished in: Math. Control. Signals Syst. (2021)
Keyphrases
- recurrent neural networks
- control problems
- optimal control
- stochastic control
- reinforcement learning
- continuous state spaces
- echo state networks
- neural network
- recurrent networks
- queueing systems
- artificial neural networks
- reservoir computing
- feed forward
- adaptive control
- neural model
- chaotic time series
- nonlinear dynamic systems
- cascade correlation
- stochastic process
- back propagation
- dynamic programming