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Optimal control of a simple immigration-emigration process through total catastrophes.

E. G. Kyriakidis
Published in: Eur. J. Oper. Res. (2004)
Keyphrases
  • optimal control
  • brownian motion
  • feedback control
  • dynamic programming
  • control problems
  • reinforcement learning
  • control law
  • optimal control problems
  • class of nonlinear systems
  • infinite horizon
  • lyapunov function