Mixed optimal control for discrete-time stochastic systems with random coefficients.
Yawen SunHongdan LiHuanshui ZhangPublished in: Syst. Control. Lett. (2022)
Keyphrases
- monte carlo
- optimal control
- stochastic systems
- optimal control problems
- markov chain
- confidence intervals
- sample path
- linear quadratic
- control problems
- dynamic programming
- stochastic models
- control strategy
- reinforcement learning
- infinite horizon
- policy iteration
- state space
- markov processes
- wavelet coefficients
- production planning
- control law
- machine learning
- mathematical model