Comparison of stochastic optimal controls with different level of self-learning.

Tomasz Hordjewicz Edward Kozlowski

Published in: Ann. UMCS Informatica (2006)

Keyphrases

dynamic programming
stochastic dynamic programming
information systems
optimal solution
optimal control
stochastic model
real time
neural network
multiscale
multi agent
search algorithm
monte carlo
closed form
optimal strategy
finding optimal