LQGNet: Hybrid Model-Based and Data-Driven Linear Quadratic Stochastic Control.
Solomon Goldgraber CasspiOliver HüsserGuy RevachNir ShlezingerPublished in: CoRR (2022)
Keyphrases
- data driven
- optimal control
- stochastic control
- linear quadratic
- control problems
- dynamic programming
- brownian motion
- control strategy
- queueing systems
- operations management
- dynamical systems
- real time
- vector valued
- reinforcement learning
- gaussian model
- learning theory
- closed loop
- mathematical model
- mixture model
- multiresolution