Optimal Control of Stochastic Markovian Jump Systems with Wiener and Poisson Noises: Two Reinforcement Learning Approaches

Mathematics, Engineering, Information Science, Computer Science, Artificial Intelligence,
Stochastic Markovian Jump Systems   Wiener Noise   Poisson Noise   Reinforcement Learning   Optimal Control   Policy Iteration Algorithm   Numerical Verification  

Optimal Control of Stochastic Markovian Jump Systems with Wiener and Poisson Noises: Two Reinforcement Learning Approaches Academic Context In modern control theory, optimal control is a crucial research field, aiming to design an optimal control strategy under various constraints for dynamic systems to minimize a given cost function. For stochasti...