Mean-Field Optimal Control of Continuity Equations and Differential Inclusions.
Benoît BonnetHélène FrankowskaPublished in: CDC (2020)
Keyphrases
- optimal control
- linear quadratic
- hamilton jacobi bellman
- control problems
- dynamic programming
- control strategy
- markov random field
- mathematical model
- risk sensitive
- feedback control
- reinforcement learning
- class of nonlinear systems
- infinite horizon
- closed form
- control law
- differential equations
- optimal control problems
- brownian motion
- lyapunov function
- multistage
- em algorithm
- probability distribution
- real time