Optimal Control of a Two-Station Brownian Network.

Lawrence M. Wein

Published in: Math. Oper. Res. (1990)

Keyphrases

optimal control
control problems
dynamic programming
feedback control
class of nonlinear systems
brownian motion
reinforcement learning
control strategy
risk sensitive
optimal control problems
control law
infinite horizon
lyapunov function
stochastic control
linear quadratic