Login / Signup

Stochastic Control with Random Coefficients under Recursive-Type Objective Functionals.

Jun MoonYoonsoo Kim
Published in: CDC (2020)
Keyphrases
  • stochastic control
  • special case
  • control problems
  • higher order
  • brownian motion
  • wavelet coefficients
  • operations management
  • wavelet transform
  • denoising
  • optimal control
  • queueing systems