Nonparametric Kullback-Leibler Stochastic Control.
Yunpeng PanEvangelos A. TheodorouPublished in: CoRR (2014)
Keyphrases
- kullback leibler
- stochastic control
- queueing systems
- optimal control
- distance measure
- control problems
- operations management
- kl divergence
- kullback leibler divergence
- cross entropy
- brownian motion
- information theoretic
- mutual information
- reinforcement learning
- multiscale
- partial differential equations
- similarity measure
- dynamic programming