Adapted and casual maximum principle and analytical solution to optimal control for stochastic multiplicative-noise systems with multiple input-delays.
Huanshui ZhangHongxia WangLin LiPublished in: CDC (2012)
Keyphrases
- optimal control
- optimal control problems
- multiple input
- multiplicative noise
- control strategy
- brownian motion
- dynamic programming
- control problems
- reinforcement learning
- control theory
- maximum likelihood
- mathematical model
- noise reduction
- learning algorithm
- graphical models
- production planning
- least squares
- solving nonlinear
- feature vectors