Optimal Control of State Constrained Age-Structured Problems.

J. Frédéric Bonnans Justina Gianatti

Published in: SIAM J. Control. Optim. (2020)

Keyphrases

optimal control
control problems
optimal control problems
dynamic programming
stochastic control
reinforcement learning
state space
real time
control strategy
infinite horizon
risk sensitive
machine learning
feedback control
queueing systems
brownian motion