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Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective.
Beatrice Acciaio
Julio D. Backhoff Veraguas
René Carmona
Published in:
SIAM J. Control. Optim. (2019)
Keyphrases
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control problems
optimal control
reinforcement learning
stochastic control
continuous state spaces
adaptive control
queueing systems
free energy
monte carlo
bayesian inference
belief networks
markov processes
markov random field
brownian motion
stochastic process
mobile robot
dynamic programming