A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty.
Philipp A. GuthVesa KaarniojaFrances Y. KuoClaudia SchillingsIan H. SloanPublished in: SIAM/ASA J. Uncertain. Quantification (2021)
Keyphrases
- optimal control
- monte carlo method
- markov chain
- monte carlo
- control strategy
- dynamic programming
- genetic algorithm
- bayesian learning
- posterior distribution
- optimal control problems
- maximum likelihood estimation
- reinforcement learning
- mathematical model
- learning machines
- generalized gaussian
- super resolution
- least squares
- probability distribution
- probabilistic model
- multiscale
- real time