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The general maximum principle for discrete-time stochastic control problems.

Yuanzhuo SongZhen Wu
Published in: Autom. (2024)
Keyphrases
  • control problems
  • optimal control
  • optimal control problems
  • reinforcement learning
  • special case
  • stochastic control
  • markov processes
  • queueing systems
  • control system
  • markov chain
  • continuous state spaces