Discrete-time mean-field Stochastic linear-quadratic optimal control problems, II: Infinite horizon case.

Yuan-Hua Ni Robert J. Elliott Xun Li

Published in: Autom. (2015)

Keyphrases

optimal control
optimal control problems
infinite horizon
linear quadratic
dynamic programming
finite horizon
production planning
control strategy
reinforcement learning
control law
markov random field
control system
np hard
gaussian distribution