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On a Class of Path-Dependent Singular Stochastic Control Problems.

Romuald ElieLudovic MoreauDylan Possamaï
Published in: SIAM J. Control. Optim. (2018)
Keyphrases
  • control problems
  • stochastic control
  • optimal control
  • reinforcement learning
  • queueing systems
  • adaptive control
  • continuous state spaces
  • dynamic model
  • stochastic model