Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems
type: Item
instance of: scholarly article
title: Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems
zbMATH Open document ID: 0991.93124
DOI: 10.1016/S0005-1098(01)00215-1
author: Julio C. C. Aya
author: Oswaldo Luiz V. Costa
published in: Automatica
publication date: 2002-09-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 90C40
zbMATH DE Number: 1743731
zbMATH Keywords: \(TD(\lambda)\) algorithms
zbMATH Keywords: Monte Carlo simulations
zbMATH Keywords: optimal control
zbMATH Keywords: infinite horizon linear regulator problem
zbMATH Keywords: discrete-time Markovian jump linear systems
zbMATH Keywords: Markovian decision processes
MaRDI profile type: Publication
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full work available at URL: s0005-1098(01)00215-1
OpenAlex ID: W2179469667
description: scientific article; zbMATH DE number 1743731