Discrete time mean-field stochastic linear-quadratic optimal control problems.

Robert J. Elliott Xun Li Yuan-Hua Ni

Published in: Autom. (2013)

Keyphrases

optimal control problems
optimal control
linear quadratic
dynamic programming
control strategy
infinite horizon
reinforcement learning
markov random field
machine learning
control law
image segmentation
support vector
denoising
em algorithm
closed loop