A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control.
Panos ParpasMort WebsterPublished in: Autom. (2013)
Keyphrases
- dynamic programming
- learning algorithm
- times faster
- detection algorithm
- experimental evaluation
- high accuracy
- objective function
- computational complexity
- optimization algorithm
- single pass
- segmentation algorithm
- computational cost
- k means
- preprocessing
- worst case
- cost function
- particle swarm optimization
- expectation maximization
- computationally efficient
- theoretical analysis
- multi objective
- neural network
- np hard
- probabilistic model
- search space
- monte carlo
- memory requirements
- selection algorithm