Stabilization of stochastic differential equations driven by G-Brownian motion with feedback control based on discrete-time state observation.
Yong RenWensheng YinRathinasamy SakthivelPublished in: Autom. (2018)
Keyphrases
- brownian motion
- optimal control
- feedback control
- stochastic differential equations
- stochastic process
- dynamic programming
- differential equations
- diffusion process
- stochastic processes
- vector valued
- closed loop
- poisson process
- markov chain
- control strategy
- queue length
- maximum a posteriori estimation
- real time
- state space
- reinforcement learning
- control system
- machine learning
- point correspondences