Optimal Control of Diffusion Coefficients via Decoupling Fields.
Stefan AnkirchnerAlexander FrommPublished in: SIAM J. Control. Optim. (2018)
Keyphrases
- optimal control
- control problems
- dynamic programming
- hamilton jacobi bellman
- feedback control
- input output
- control strategy
- risk sensitive
- lyapunov function
- class of nonlinear systems
- infinite horizon
- control law
- brownian motion
- wavelet coefficients
- diffusion process
- anisotropic diffusion
- basis functions
- optimal control problems
- reinforcement learning
- neural network
- queueing systems
- real time
- mathematical model
- multiscale