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The relaxed general maximum principle for singular optimal control of diffusions.
Daniel Andersson
Published in:
Syst. Control. Lett. (2009)
Keyphrases
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optimal control
brownian motion
stochastic control
special case
dynamic programming
feedback control
control strategy
control problems
risk sensitive
multiscale
reinforcement learning
optimal control problems
control law
infinite horizon
class of nonlinear systems