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Stochastic control of systems with control multiplicative noise using second order FBSDEs.

Kaivalya S. BakshiDavid D. FanEvangelos A. Theodorou
Published in: ACC (2017)
Keyphrases
  • stochastic control
  • optimal control
  • multiplicative noise
  • control problems
  • machine learning
  • bayesian networks
  • control system
  • maximum likelihood
  • operations management