Maximum Principle for Singular Stochastic Control Problems.

François Dufour Boris M. Miller

Published in: SIAM J. Control. Optim. (2006)

Keyphrases

control problems
stochastic control
optimal control
reinforcement learning
queueing systems
adaptive control
brownian motion
continuous state spaces
hamilton jacobi bellman
dynamic programming
dynamical systems
control strategy
stochastic model