Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems.
Eduardo Abi JaberEnzo MillerHuyên PhamPublished in: SIAM J. Control. Optim. (2021)
Keyphrases
- control problems
- stochastic control
- hamilton jacobi bellman
- optimal control
- reinforcement learning
- differential equations
- continuous state spaces
- adaptive control
- queueing systems
- brownian motion
- hamilton jacobi
- numerical solution
- least squares
- integral equation
- image enhancement
- fractional order
- stochastic differential equations
- higher order statistics
- stochastic process
- mathematical model
- stochastic processes
- stochastic model
- dynamic environments
- state space