Singular Perturbations in Stochastic Ergodic Control Problems.

K. Suresh Kumar

Published in: SIAM J. Control. Optim. (2012)

Keyphrases

control problems
stochastic control
optimal control
reinforcement learning
queueing systems
adaptive control
markov chain
brownian motion
continuous state spaces
dynamic programming
reinforcement learning methods
state space
control strategy
hamilton jacobi bellman