Optimal Control of Nonlinear Stochastic Differential Equations on Hilbert Spaces.

Viorel Barbu Michael Röckner Deng Zhang

Published in: SIAM J. Control. Optim. (2020)

Keyphrases

optimal control
brownian motion
stochastic differential equations
hilbert spaces
variational inequalities
dynamic programming
control strategy
infinite horizon
reinforcement learning
image processing
multiscale
probability distribution
heavy traffic