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McKean-Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations.
Mao Fabrice Djete
Dylan Possamaï
Xiaolu Tan
Published in:
Math. Oper. Res. (2022)
Keyphrases
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optimal control
control problems
dynamic programming
feedback control
control strategy
risk sensitive
infinite horizon
class of nonlinear systems
brownian motion
optimal control problems
control law
stochastic control
real time
multistage
control system
lyapunov function
reinforcement learning
linear quadratic