optimal filtering for continuous-time periodic linear stochastic systems with state-dependent noise.
Vasile DraganSamir AberkanePublished in: Syst. Control. Lett. (2014)
Keyphrases
- state dependent
- stochastic systems
- markov chain
- steady state
- asymptotically optimal
- sample path
- optimal policy
- optimal control
- large deviations
- queueing networks
- stationary distribution
- arrival rate
- single server
- confidence intervals
- transition probabilities
- probabilistic model
- dynamic programming
- reinforcement learning
- production system
- inventory level
- setup cost
- markov processes
- state space
- fluid model