Nonlinear n-th Cost Cumulant Control and Hamilton-Jacobi-Bellman Equations for Markov Diffusion Process.
Chang-Hee WonPublished in: CDC/ECC (2005)
Keyphrases
- diffusion process
- hamilton jacobi bellman
- stochastic control
- brownian motion
- diffusion processes
- diffusion equation
- optimal control
- control problems
- diffusion coefficient
- anisotropic diffusion
- finite difference
- control system
- stochastic process
- partial differential equations
- dynamic programming
- nonlinear systems
- reinforcement learning
- control method
- control strategy
- markov chain
- markov processes
- flow field
- computer vision