A quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty.
Philipp A. GuthVesa KaarniojaFrances Y. KuoClaudia SchillingsIan H. SloanPublished in: CoRR (2019)
Keyphrases
- optimal control
- monte carlo method
- markov chain
- monte carlo
- dynamic programming
- genetic algorithm
- posterior distribution
- optimal control problems
- bayesian learning
- control strategy
- reinforcement learning
- learning machines
- mathematical models
- maximum likelihood estimation
- sample size
- model selection
- denoising
- support vector machine
- state space
- probability distribution
- lower bound