A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control.
Boualem DjehicheHamidou TembineRaúl TemponePublished in: CoRR (2014)
Keyphrases
- risk sensitive
- control policies
- optimal control
- markov decision processes
- control system
- utility function
- control strategy
- control strategies
- markov random field
- markov decision chains
- dynamic programming
- belief networks
- stochastic optimization
- model free
- infinite horizon
- average cost
- machine learning
- monte carlo
- optimal policy
- reinforcement learning