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Continuous-Time Red and Black: How to Control a Diffusion to a Goal.

Victor C. PestienWilliam D. Sudderth
Published in: Math. Oper. Res. (1985)
Keyphrases
  • optimal control
  • data sets
  • markov chain
  • dynamical systems
  • control strategy
  • control strategies
  • control problems
  • control theory
  • state space
  • diffusion model
  • iterative learning control