Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control.

Yuan-Hua Ni Ji-Feng Zhang Miroslav Krstic

Published in: IEEE Trans. Autom. Control. (2018)

Keyphrases

open loop
closed loop
control system
feedback control
inverted pendulum
optimal control
markov random field
linear time invariant
monte carlo
control law
adaptive control
nonlinear systems
stability analysis
control scheme
real time
pid controller
lagrange multipliers
dynamic programming
feature space
neural network