Optimal Control of a Discrete-Time Stochastic System with a Probabilistic Criterion and a Non-fixed Terminal Time.
Valentin M. AzanovPublished in: Autom. Remote. Control. (2020)
Keyphrases
- optimal control problems
- optimal control
- linear quadratic
- control problems
- dynamic programming
- feedback control
- brownian motion
- risk sensitive
- control strategy
- production planning
- infinite horizon
- class of nonlinear systems
- solving nonlinear
- bayesian networks
- reinforcement learning
- control law
- differential equations
- average cost
- control algorithm
- markov processes
- lyapunov function
- probabilistic model
- learning algorithm
- data mining