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Optimal control of semi-Markov processes with a backward stochastic differential equations approach.
Elena Bandini
Fulvia Confortola
Published in:
Math. Control. Signals Syst. (2017)
Keyphrases
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optimal control
stochastic differential equations
brownian motion
dynamic programming
control strategy
optimal control problems
infinite horizon
maximum a posteriori estimation
reinforcement learning
state space
multistage
real time
machine learning
image processing
production system
additive gaussian noise