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Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives.

Fausto GozziFederica Masiero
Published in: SIAM J. Control. Optim. (2023)
Keyphrases
  • stochastic control
  • control problems
  • optimal control
  • queueing systems
  • operations management
  • brownian motion
  • machine learning
  • control system
  • higher order
  • closed loop
  • differential equations