Optimal control of observable continuous time Markov chains.
Roger W. BrockettPublished in: CDC (2008)
Keyphrases
- optimal control
- continuous time markov chains
- markov processes
- poisson distribution
- dynamic programming
- numerically stable
- control problems
- infinite horizon
- reinforcement learning
- control strategy
- optimal control problems
- markov process
- machine learning
- stochastic processes
- stochastic process
- average cost
- random fields
- computational efficiency
- real time