Mean-field stochastic linear-quadratic optimal control with Markov jump parameters.
Yuan-Hua NiXun LiJi-Feng ZhangPublished in: Syst. Control. Lett. (2016)
Keyphrases
- linear quadratic
- optimal control
- optimal control problems
- dynamic programming
- markov chain
- brownian motion
- dynamical systems
- closed loop
- vector valued
- control strategy
- feedback control
- gaussian model
- infinite horizon
- reinforcement learning
- markov random field
- probability distribution
- maximum likelihood
- control law
- markov processes