Idempotent Expansions for Continuous-Time Stochastic Control.

Hidehiro Kaise William M. McEneaney

Published in: SIAM J. Control. Optim. (2016)

Keyphrases

stochastic control
optimal control
control problems
queueing systems
markov processes
brownian motion
control strategy
dynamic programming
infinite horizon
stochastic processes
reinforcement learning
operations management
markov chain
multiscale
control law