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Optimal control of the risk process in a regime-switching environment.

Chao Zhu
Published in: Autom. (2011)
Keyphrases
  • optimal control
  • brownian motion
  • risk sensitive
  • real time
  • dynamic programming
  • machine learning
  • infinite horizon
  • neural network
  • mobile robot
  • long run
  • feedback control
  • optimal control problems