A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises.
Fabio BarbieriOswaldo L. V. CostaPublished in: Int. J. Syst. Sci. (2020)
Keyphrases
- linear systems
- control theory
- dynamical systems
- sufficient conditions
- linear equations
- coefficient matrix
- control strategy
- control system
- neural network
- interior point methods
- markov random field
- optimal control
- quadratic programming
- markov chain
- control method
- sparse linear systems
- global optimization
- experimental data
- linear programming
- reinforcement learning
- learning algorithm