Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty.
Hidekazu YoshiokaMotoh TsujimuraPublished in: Comput. Math. Appl. (2022)
Keyphrases
- long run
- hamilton jacobi bellman
- short run
- optimal control
- control problems
- expected cost
- optimal policy
- nonlinear systems
- stochastic control
- heavy traffic
- infinite horizon
- queueing networks
- decision making
- average cost
- approximate dynamic programming
- average reward
- control policy
- queueing systems
- steady state
- dynamic environments
- hamilton jacobi
- mathematical model