Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems (Q1596471)

From MaRDI portal





scientific article; zbMATH DE number 1743731
Language Label Description Also known as
default for all languages
No label defined
    English
    Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems
    scientific article; zbMATH DE number 1743731

      Statements

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

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references