Reinforcement Learning for Decentralized Stochastic Control.
Bora YongacogluGürdal ArslanSerdar YükselPublished in: CDC (2019)
Keyphrases
- stochastic control
- reinforcement learning
- control problems
- optimal control
- rl algorithms
- multi agent
- queueing systems
- function approximation
- operations management
- brownian motion
- state space
- model free
- learning algorithm
- supervised learning
- optimal policy
- infinite horizon
- temporal difference
- dynamic programming
- markov decision processes
- adaptive control
- machine learning
- diffusion process
- closed form
- probability distribution