Near-optimal control problems for linear forward-backward stochastic systems.

Jianhui Huang Xun Li Guangchen Wang

Published in: Autom. (2010)

Keyphrases

control problems
forward backward
stochastic systems
optimal control
reinforcement learning
hidden markov models
stochastic models
adaptive control
queueing systems
confidence intervals
sample path
mobile robot
chaotic systems
upper bound
linear model
dynamic programming
bayesian networks