Time-Inconsistent Recursive Stochastic Optimal Control Problems.

Qingmeng Wei Jiongmin Yong Zhiyong Yu

Published in: SIAM J. Control. Optim. (2017)

Keyphrases

optimal control problems
optimal control
production planning
solving nonlinear
control theory
differential equations
control strategy
dynamic programming
reinforcement learning
learning algorithm
image processing
objective function
special case
infinite horizon
artificial bee colony algorithm