Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs.
Khaled BahlaliNabil KhelfallahBrahim MezerdiPublished in: Syst. Control. Lett. (2009)
Keyphrases
- sufficient conditions
- stochastic control
- queueing systems
- optimal control
- asymptotic optimality
- control problems
- operations management
- brownian motion
- exponential stability
- asymptotic stability
- fixed point
- partial differential equations
- optimal solution
- control strategy
- real time
- differential equations
- dynamical systems
- optimal policy
- reinforcement learning