A Mean-Field Optimal Control Formulation for Global Optimization
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Publication:4614021
DOI10.1109/TAC.2018.2833060zbMath1423.93424OpenAlexW2802507295MaRDI QIDQ4614021
Amirhossein Taghvaei, Prashant G. Mehta, Chi Zhang
Publication date: 28 January 2019
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2018.2833060
Bayesian problems; characterization of Bayes procedures (62C10) Nonconvex programming, global optimization (90C26) Dynamic programming in optimal control and differential games (49L20) Variational problems in a geometric measure-theoretic setting (49Q20) Optimal stochastic control (93E20)
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