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Stochastic Control and Differential Games with Path-Dependent Influence of Controls on Dynamics and Running Cost.
Yuri F. Saporito
Published in:
SIAM J. Control. Optim. (2019)
Keyphrases
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stochastic control
operations management
queueing systems
video games
cost sensitive
control problems
total cost
optimal control
dynamical systems
game theoretic
reinforcement learning
game theory
game playing
nash equilibrium
nash equilibria
brownian motion
markov random field