Existence and optimality conditions for relaxed mean-field stochastic control problems.
Khaled BahlaliMeriem MezerdiBrahim MezerdiPublished in: Syst. Control. Lett. (2017)
Keyphrases
- control problems
- optimality conditions
- optimal control
- stochastic control
- reinforcement learning
- nonlinear programming
- karush kuhn tucker
- continuous state spaces
- lower level
- semi infinite programming
- adaptive control
- sample size
- optimal solution
- markov random field
- brownian motion
- markov networks
- variational inequalities
- em algorithm
- markov processes
- dynamic programming
- control system
- high level