Partial information optimal control of mean-field forward-backward stochastic system driven by Teugels martingales with applications.
Mokhtar HafayedMessaoud GhebouliSamira BoukafYan ShiPublished in: Neurocomputing (2016)
Keyphrases
- partial information
- optimal control
- forward backward
- optimal control problems
- brownian motion
- incomplete information
- control problems
- hidden markov models
- dynamic programming
- control strategy
- stochastic control
- feedback control
- class of nonlinear systems
- reinforcement learning
- linear quadratic
- markov random field
- production planning
- stochastic process
- markov processes
- control law
- planning domains
- multistage
- machine learning
- continuous stirred tank reactor