Sufficient conditions of optimality for mean-field stochastic control problems.
Jingtao ShiPublished in: ICARCV (2012)
Keyphrases
- sufficient conditions
- control problems
- optimal control
- stochastic control
- reinforcement learning
- asymptotic optimality
- continuous state spaces
- fixed point
- adaptive control
- exponential stability
- lyapunov function
- asymptotic stability
- markov random field
- linear systems
- average cost
- optimal solution
- brownian motion
- markov processes
- real time
- stochastic process
- optimal policy
- stationary policies
- fuzzy logic