A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise.

Xiangyun Lin Weihai Zhang

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

Keyphrases

optimal control
stochastic systems
multiplicative noise
optimal control problems
additive noise
linear quadratic
noise reduction

sar images
synthetic aperture radar
image denoising
dynamic programming
control strategy
confidence intervals

denoising
infinite horizon
control law
total variation
reinforcement learning
spatial domain

markov chain
maximum likelihood
graphical models
learning algorithm
average cost
policy iteration