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Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System.
Jiaqiang Wen
Xun Li
Jie Xiong
Xin Zhang
Published in:
SIAM J. Control. Optim. (2023)
Keyphrases
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optimal control problems
optimal control
linear quadratic
dynamic programming
control strategy
infinite horizon
control law
reinforcement learning
wavelet coefficients
production planning
learning algorithm
real time
image segmentation
probabilistic model
wavelet packet
solving nonlinear