Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes.
Huaibin TangZhen WuPublished in: J. Syst. Sci. Complex. (2009)
Keyphrases
- optimal control
- brownian motion
- linear quadratic
- stochastic differential equations
- optimal control problems
- dynamic programming
- fractional brownian motion
- control strategy
- reinforcement learning
- infinite horizon
- dynamical systems
- non stationary
- image processing
- mathematical model
- machine learning
- stochastic processes
- closed loop
- multiscale
- image sequences