Bayesian Optimal Control of Smoothly Parameterized Systems: The Lazy Posterior Sampling Algorithm.

Yasin Abbasi-Yadkori Csaba Szepesvári

Published in: CoRR (2014)

Keyphrases

optimal control
sampling algorithm
markov chain monte carlo
posterior distribution
posterior probability
dynamic programming
control strategy
probability distribution
random sampling
metropolis hastings
real time
machine learning
markov chain
parameter estimation