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Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium.
Ying Hu
Hanqing Jin
Xun Yu Zhou
Published in:
SIAM J. Control. Optim. (2017)
Keyphrases
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linear quadratic
optimal control
closed loop
dynamical systems
vector valued
control system
gaussian model
control strategy
machine learning
learning algorithm
computer vision
bayesian networks
image analysis
color images
dynamic programming
em algorithm