Optimal Control in Large Stochastic Multi-agent Systems.
Bart van den BroekWim WiegerinckBert KappenPublished in: Adaptive Agents and Multi-Agents Systems (2007)
Keyphrases
- optimal control
- optimal control problems
- multi agent systems
- brownian motion
- control problems
- dynamic programming
- stochastic control
- control strategy
- class of nonlinear systems
- risk sensitive
- reinforcement learning
- feedback control
- control law
- linear quadratic
- multi agent
- infinite horizon
- lyapunov function
- policy gradient
- cooperative
- real time
- continuous stirred tank reactor