On the viscosity solutions of hybrid HJB equations arising in optimal control of loss networks.
Peter E. CainesZhongjing MaRoland P. MalhaméPublished in: Commun. Inf. Syst. (2008)
Keyphrases
- optimal control
- hamilton jacobi bellman
- control problems
- dynamic programming
- control strategy
- linear quadratic
- differential equations
- infinite horizon
- optimal control problems
- reinforcement learning
- real time
- numerical solution
- control law
- mathematical model
- closed form solutions
- stochastic control
- state space
- machine learning