Existence of the optimal generalized solutions in nonlinear stochastic control problems.
François DufourB. MillerPublished in: ECC (2001)
Keyphrases
- control problems
- optimal control
- stochastic control
- brownian motion
- reinforcement learning
- optimal solution
- complementarity problems
- continuous state spaces
- queueing systems
- dynamic programming
- stochastic differential equations
- adaptive control
- control strategy
- machine learning
- supply chain
- closed form
- learning algorithm
- real time
- lipschitz continuity