Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional.

Zengjing Chen Xinwei Feng Shuhui Liu Weihai Zhang

Published in: Autom. (2023)

Keyphrases

control problems
optimal control
stochastic control
cost functional
reinforcement learning
continuous state spaces
dynamic programming
brownian motion
adaptive control
image intensity
control strategy
variational framework
control law
piecewise constant
regularization term
square root
cost function