Riccati equations of stochastic control and stochastic uniform observability in infinite dimensions.
Viorica Mariela UngureanuPublished in: Analysis and Optimization of Differential Systems (2002)
Keyphrases
- stochastic control
- brownian motion
- differential equations
- hamilton jacobi bellman
- queueing systems
- optimal control
- control problems
- operations management
- dynamical systems
- hamilton jacobi
- partial differential equations
- queue length
- closed form solutions
- stochastic process
- markov processes
- arrival rate
- vector valued
- image processing
- diffusion process
- random variables
- reinforcement learning