Stochastic Control under Correlated Disturbances.

Faraz Farahvash Ao Tang

Published in: Allerton (2023)

Keyphrases

stochastic control
control problems
queueing systems
optimal control
operations management
brownian motion
partial differential equations
stochastic process
machine learning
dynamic programming
differential equations
bayesian networks
dynamic environments
supply chain management
diffusion process
poisson process