Cargando...

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...

Descrición completa

Gardado en:
Detalles Bibliográficos
Publicado en:Comput Econ
Main Authors: Blueschke-Nikolaeva, V., Blueschke, D., Neck, R.
Formato: Artigo
Idioma:Inglês
Publicado: Springer US 2019
Assuntos:
Acceso en liña: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
Tags: Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!