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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...

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Bibliografiske detaljer
Udgivet i:Comput Econ
Main Authors: Blueschke-Nikolaeva, V., Blueschke, D., Neck, R.
Format: Artigo
Sprog:Inglês
Udgivet: Springer US 2019
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC7442039/
https://ncbi.nlm.nih.gov/pubmed/32863591
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10614-019-09949-0
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