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