A certainty equivalence result in team-optimal control of mean-field coupled Markov chains.
Jalal ArabneydiAmir G. AghdamPublished in: CDC (2017)
Keyphrases
- optimal control
- markov chain
- monte carlo
- steady state
- control problems
- dynamic programming
- finite state
- state space
- transition probabilities
- control strategy
- markov processes
- markov process
- reinforcement learning
- stationary distribution
- stochastic process
- markov chain monte carlo
- markov model
- markov random field
- random walk
- transition matrix
- average cost
- optimal control problems
- real time
- infinite horizon
- closed form
- hamilton jacobi bellman
- bayesian inference
- optimal policy
- non stationary
- stochastic control