A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control.

Boualem Djehiche Hamidou Tembine Raúl Tempone

Published in: IEEE Trans. Autom. Control. (2015)

Keyphrases

risk sensitive
control policies
optimal control
control system
dynamic programming
monte carlo
markov decision processes
control policy
utility function
markov decision chains
motion control
stochastic optimization
control strategies
mobile robot
markov random field
bayesian networks
learning algorithm