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Singularly Perturbed Forward-Backward Stochastic Differential Equations: Application to the Optimal Control of Bilinear Systems.

Omar KebiriLara NeureitherCarsten Hartmann
Published in: Comput. (2018)
Keyphrases
  • optimal control
  • brownian motion
  • forward backward
  • control strategy
  • stochastic differential equations
  • real time
  • dynamic programming
  • graphical models
  • optimal control problems