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OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems
In this paper, we describe the new OPTCON3 algorithm, which serves to determine approximately optimal policies for stochastic control problems with a quadratic objective function and nonlinear dynamic models. It includes active learning and the dual effect of optimizing policies, whereby optimal pol...
Autores principales: | Blueschke-Nikolaeva, V., Blueschke, D., Neck, R. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2019
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7442039/ https://www.ncbi.nlm.nih.gov/pubmed/32863591 http://dx.doi.org/10.1007/s10614-019-09949-0 |
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