Optimal Control of Backward Doubly Stochastic Systems With Partial Information.

Qingfeng Zhu Yufeng Shi

Published in: IEEE Trans. Autom. Control. (2015)

Keyphrases

optimal control
partial information
stochastic systems
incomplete information
control problems
dynamic programming
stochastic models
confidence intervals
control strategy
reinforcement learning
sample path
infinite horizon
control law
policy iteration
real time
average cost
search space