Stochastic iterative dynamic programming: a Monte Carlo approach to dual control.
Adrian M. ThompsonWilliam R. CluettPublished in: Autom. (2005)
Keyphrases
- monte carlo
- dynamic programming
- markov chain
- stochastic approximation
- optimal control
- adaptive sampling
- monte carlo method
- importance sampling
- monte carlo simulation
- monte carlo methods
- control system
- simulation study
- point processes
- monte carlo tree search
- state space
- matrix inversion
- optimal strategy
- game tree search
- control problems
- particle filter
- reinforcement learning
- temporal difference
- bayesian networks