Refined Estimation of the Bellman Function for Stochastic Optimal Control Problems with Probabilistic Performance Criterion.
Valentin M. AzanovYuri S. KanPublished in: Autom. Remote. Control. (2019)
Keyphrases
- optimal control problems
- optimal control
- production planning
- differential equations
- control theory
- continuous functions
- solving nonlinear
- maximum a posteriori probability
- dynamic programming
- neural network
- probabilistic model
- control strategy
- markov random field
- linear programming
- convergence rate
- infinite horizon
- nonlinear equations
- learning algorithm