Optimal Stochastic SD Control With Preview.
Konstantin Yu. PolyakovEfim N. RosenwasserBernhard P. LampePublished in: IEEE Trans. Autom. Control. (2007)
Keyphrases
- optimal control
- control policies
- stochastic control
- control policy
- control system
- control strategy
- learning algorithm
- stochastic nature
- optimal solution
- dynamic programming
- control method
- stochastic dynamic programming
- locally optimal
- control problems
- optimal design
- optimal strategy
- monte carlo
- case study
- website
- information systems