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Optimal control of switching time in switched stochastic systems with multi-switching times and different costs.

Xiaomei LiuShengtao LiKanjian Zhang
Published in: Int. J. Control (2017)
Keyphrases
  • optimal control
  • stochastic systems
  • control problems
  • dynamic programming
  • average cost
  • optimal control problems
  • control strategy
  • control law
  • infinite horizon
  • real time
  • machine learning
  • learning algorithm