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Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations.
Hanxiao Wang
Jiongmin Yong
Chao Zhou
Published in:
SIAM J. Control. Optim. (2023)
Keyphrases
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linear quadratic
optimal control
closed loop
dynamical systems
vector valued
differential equations
gaussian model
state space
dynamic programming
fractional order
control system
learning algorithm
image processing
reinforcement learning
distance measure