Stochastic Singular Optimal Control Problem with State Delays: Regularization, Singular Perturbation, and Minimizing Sequence.
Valery Y. GlizerPublished in: SIAM J. Control. Optim. (2012)
Keyphrases
- optimal control
- stochastic control
- brownian motion
- control problems
- optimal control problems
- dynamic programming
- class of nonlinear systems
- queueing systems
- control strategy
- infinite horizon
- feedback control
- reinforcement learning
- state transition
- control law
- risk sensitive
- hamilton jacobi bellman
- operations management
- lyapunov function
- control system
- real time
- continuous stirred tank reactor