OPTCON3: An Active Learning Control Algorithm for Nonlinear Quadratic Stochastic Problems
Sign Up to like & getrecommendations! Published in 2020 at "Computational Economics"
DOI: 10.1007/s10614-019-09949-0
Abstract: 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… read more here.
Keywords: active learning; control; optimal policies; optcon3 algorithm ... See more keywords