Sign in
Design of risk-sensitive optimal control for stochastic recurrent neural networks by using Hamilton-Jacobi-Bellman equation.
Ziqian Liu
Nirwan Ansari
Miltiadis Kotinis
Stephen C. Shih
Published in:
CDC (2010)
Keyphrases
</>
optimal control
risk sensitive
hamilton jacobi bellman
recurrent neural networks
control problems
stochastic control
dynamic programming
brownian motion
neural network
control strategy
infinite horizon
reinforcement learning
real time
markov chain
utility function