Efficient Approximation of Optimal Control for Continuous-Time Markov Games.

John Fearnley Markus N. Rabe Sven Schewe Lijun Zhang

Published in: FSTTCS (2011)

Keyphrases

optimal control
control problems
dynamic programming
markov games
reinforcement learning
optimal control problems
control strategy
infinite horizon
brownian motion
control law
real time
multi agent systems
reinforcement learning algorithms
average cost