A Multidimensional Stochastic Singular Control Problem Via Dynkin Game and Dirichlet Form.

Published in: SIAM J. Control. Optim. (2014)

Keyphrases

stochastic control
control system
virtual world
game theory
computer games
boundary conditions
multi dimensional
monte carlo
queueing systems
control theory
control method
adaptive control
video games
brownian motion
stochastic process
optimal control
data sets
reinforcement learning
neural network