Nonlinear stochastic control via stationary probability density functions.
Luis G. CrespoJian-Qiao SunPublished in: ACC (2002)
Keyphrases
- probability density function
- stochastic control
- optimal control
- queueing systems
- control problems
- non stationary
- probability distribution
- bayesian framework
- density estimation
- operations management
- low dimensional
- generalized gaussian
- kullback leibler divergence
- gaussian mixture model
- mixture model
- em algorithm
- probabilistic model
- partial differential equations
- brownian motion
- expectation maximization
- multiscale
- prior distribution