Mean-Field Sparse Optimal Control of Systems with Additive White Noise.

Giacomo Ascione Daniele Castorina Francesco Solombrino

Published in: SIAM J. Math. Anal. (2023)

Keyphrases

optimal control
dynamic programming
control problems
feedback control
risk sensitive
class of nonlinear systems
closed form
real time
neural network
learning algorithm
markov random field
belief networks
infinite horizon
brownian motion