Optimal Control Under Uncertainty and Bayesian Parameters Adjustments.
Nicolas BaradelBruno BouchardNgoc-Minh DangPublished in: SIAM J. Control. Optim. (2018)
Keyphrases
- optimal control
- maximum likelihood
- dynamic programming
- control strategy
- control problems
- feedback control
- risk sensitive
- class of nonlinear systems
- infinite horizon
- reinforcement learning
- decision theory
- control law
- linear quadratic
- bayesian networks
- machine learning
- expected utility
- brownian motion
- stochastic control