Optimal control with budget constraints and resets
Ryo TakeiWeiyan ChenZachary ClawsonSlav KirovAlexander VladimirskyPublished in: CoRR (2011)
Keyphrases
- optimal control
- budget constraints
- quasi linear
- control problems
- dynamic programming
- multi unit
- feedback control
- class of nonlinear systems
- control strategy
- infinite horizon
- reinforcement learning
- bidding strategies
- optimal control problems
- stochastic control
- real time
- decision theoretic
- mathematical model
- decision making
- data mining