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Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations.
Jiongmin Yong
Published in:
SIAM J. Control. Optim. (2013)
Keyphrases
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optimal control
stochastic differential equations
markov random field
control strategy
dynamic programming
closed form
reinforcement learning
infinite horizon
em algorithm
vector valued
machine learning
mathematical model