Recurrent Neural Networks for Stochastic Control Problems with Delay.
Jiequn HanRuimeng HuPublished in: CoRR (2021)
Keyphrases
- machine learning
- recurrent neural networks
- control problems
- reinforcement learning
- optimal control
- stochastic control
- continuous state spaces
- neural network
- echo state networks
- adaptive control
- reservoir computing
- queueing systems
- artificial neural networks
- recurrent networks
- feed forward
- neural model
- data mining
- cascade correlation
- learning algorithm
- artificial intelligence
- brownian motion
- dynamic programming
- nonlinear dynamic systems
- stochastic process
- state space
- stochastic model
- dynamic environments
- mathematical model
- input output