On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information.
Qing ZhouYong RenWeixing WuPublished in: J. Syst. Sci. Complex. (2017)
Keyphrases
- partial information
- forward backward
- closed form
- belief networks
- optimal control
- incomplete information
- markov random field
- statistical mechanics
- markov networks
- control policies
- continuous time bayesian networks
- free energy
- monte carlo
- linear complexity
- bayesian inference
- control system
- stochastic control
- optimal solution
- em algorithm
- markov chain
- machine learning
- dynamic programming
- posterior distribution
- variational approximation
- control policy
- markov processes
- control strategy
- maximum likelihood
- hidden markov models
- cooperative
- graphical models
- state space
- artificial intelligence