On the use of stochastic differential games against nature to ergodic control problems with unknown parameters.
Héctor Jasso-FuentesDaniel López-BarrientosPublished in: Int. J. Control (2015)
Keyphrases
- control problems
- optimal control
- reinforcement learning
- stochastic control
- continuous state spaces
- adaptive control
- game theory
- queueing systems
- brownian motion
- video games
- markov chain
- monte carlo
- steady state
- educational games
- reinforcement learning methods
- nash equilibria
- data mining
- dynamic programming
- computer games
- pose estimation