Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems (Q1596471)
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English | Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems |
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Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems (English)
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1 September 2002
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\(TD(\lambda)\) algorithms
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Monte Carlo simulations
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optimal control
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infinite horizon linear regulator problem
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discrete-time Markovian jump linear systems
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Markovian decision processes
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