An Efficient Monte Carlo Method for Optimal Control Problems with Uncertainty.
Yanzhao CaoM. Yousuff HussainiThomas A. ZangPublished in: Comput. Optim. Appl. (2003)
Keyphrases
- monte carlo method
- optimal control problems
- markov chain
- monte carlo
- optimal control
- posterior distribution
- bayesian learning
- genetic algorithm
- solving nonlinear
- production planning
- evolutionary algorithm
- differential equations
- control strategy
- bayesian framework
- maximum likelihood estimation
- support vector machine
- prior knowledge
- learning algorithm
- machine learning