From Optimal Control to Mean Field Optimal Transport via Stochastic Neural Networks.
Luca Di PersioMatteo GarbelliPublished in: Symmetry (2023)
Keyphrases
- optimal control
- optimal control problems
- neural network
- dynamic programming
- brownian motion
- control problems
- stochastic control
- feedback control
- control strategy
- class of nonlinear systems
- linear quadratic
- infinite horizon
- risk sensitive
- control law
- lyapunov function
- reinforcement learning
- average cost
- fuzzy systems
- closed form
- artificial neural networks