Markov Chain Approximation for Hamilton-Jacobi-Bellman Equation with Absorbing Boundary.
Itsuki WatanabePublished in: SIAM J. Control. Optim. (2024)
Keyphrases
- markov chain
- hamilton jacobi bellman
- optimal control
- hamilton jacobi
- control problems
- nonlinear systems
- steady state
- stochastic control
- transition probabilities
- finite state
- monte carlo
- state space
- random walk
- monte carlo method
- markov process
- stationary distribution
- medial axis
- markov processes
- dynamical systems
- stochastic process
- queueing networks
- queueing systems
- finite difference
- dynamic programming
- adaptive control
- genetic algorithm
- level set method
- closed form
- transition matrix
- reinforcement learning
- bayesian networks