Mean-Field Optimal Control and Optimality Conditions in the Space of Probability Measures.
Martin BurgerRené PinnauClaudia TotzeckOliver TsePublished in: SIAM J. Control. Optim. (2021)
Keyphrases
- optimal control
- probability measures
- optimality conditions
- dynamic programming
- nonlinear programming
- probability measure
- metric space
- stochastic process
- reinforcement learning
- control strategy
- markov random field
- conditional probabilities
- linear programming
- hilbert space
- linear constraints
- low dimensional
- em algorithm
- sample size
- machine learning
- mathematical programming
- stochastic processes
- optimization problems
- evolutionary algorithm