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Reinforced optimal control.
Christian Bayer
Denis Belomestny
Paul Hager
Paolo Pigato
John Schoenmakers
Vladimir G. Spokoiny
Published in:
CoRR (2020)
Keyphrases
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optimal control
dynamic programming
control strategy
control problems
infinite horizon
class of nonlinear systems
risk sensitive
feedback control
optimal control problems
brownian motion
reinforcement learning
control law
data mining
neural network
evolutionary algorithm
supply chain