Dynamic programming equations for discounted constrained stochastic control.
Richard C. ChenGilmer L. BlankenshipPublished in: IEEE Trans. Autom. Control. (2004)
Keyphrases
- dynamic programming
- stochastic control
- optimal control
- hamilton jacobi bellman
- infinite horizon
- control problems
- markov decision processes
- optimal policy
- brownian motion
- queueing systems
- state space
- average cost
- mathematical model
- differential equations
- operations management
- reinforcement learning
- image enhancement
- markov decision process