Optimal Control and Stochastic Parameter Estimation.
Pierre NgnepiebaM. Yousuff HussainiLaurent DebreuPublished in: Monte Carlo Methods Appl. (2006)
Keyphrases
- parameter estimation
- optimal control
- optimal control problems
- brownian motion
- control problems
- dynamic programming
- maximum likelihood
- least squares
- markov random field
- model selection
- stochastic control
- feedback control
- linear quadratic
- random fields
- em algorithm
- model fitting
- control strategy
- approximate inference
- reinforcement learning
- estimation problems
- solving nonlinear
- posterior distribution
- control law
- parameter estimates
- parameter estimation algorithm
- stochastic processes
- expectation maximization
- infinite horizon
- computer vision
- control theory
- production planning
- conditional random fields
- learning algorithm
- data mining