Optimal Control with Random Parameters: A Multiscale Approach.
Martino BardiAnnalisa CesaroniPublished in: Eur. J. Control (2011)
Keyphrases
- optimal control
- multiscale
- control problems
- dynamic programming
- optimal control problems
- infinite horizon
- control strategy
- feedback control
- class of nonlinear systems
- risk sensitive
- maximum likelihood
- brownian motion
- image processing
- control law
- reinforcement learning
- linear quadratic
- neural network
- expectation maximization
- evolutionary algorithm