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Stationary optimal control of stochastically sampled continuous-time systems.

Willem L. De Koning
Published in: Autom. (1988)
Keyphrases
  • optimal control
  • control problems
  • dynamic programming
  • risk sensitive
  • feedback control
  • reinforcement learning
  • optimal control problems
  • control strategy
  • infinite horizon
  • np hard
  • brownian motion