An Algebraic Convergence Rate for the Optimal Control of McKean-Vlasov Dynamics.
Pierre CardaliaguetSamuel DaudinJoe JacksonPanagiotis E. SouganidisPublished in: SIAM J. Control. Optim. (2023)
Keyphrases
- convergence rate
- optimal control
- convergence speed
- continuous stirred tank reactor
- control problems
- step size
- dynamic programming
- learning rate
- global convergence
- feedback control
- control strategy
- infinite horizon
- primal dual
- brownian motion
- dynamical systems
- reinforcement learning
- control law
- gradient method
- linear quadratic
- optimal control problems
- faster convergence rate
- lyapunov function
- stochastic control
- real time
- policy iteration
- learning algorithm
- numerical stability
- genetic algorithm