Optimal control of multifactor uncertain system with jumps.

Zhifu Jia Xinsheng Liu

Published in: Int. J. Control (2023)

Keyphrases

optimal control
control problems
feedback control
dynamic programming
risk sensitive
infinite horizon
control strategy
class of nonlinear systems
markov chain
control law
reinforcement learning
optimal control problems
decision making
brownian motion
hamilton jacobi bellman
long run
lyapunov function
real time