Stabilisation of stochastic differential equations driven by G-Brownian motion via aperiodically intermittent control.
Huijin YangYong RenWen LuPublished in: Int. J. Control (2020)
Keyphrases
- brownian motion
- optimal control
- stochastic differential equations
- differential equations
- stochastic process
- diffusion process
- poisson process
- vector valued
- heavy traffic
- stochastic processes
- maximum a posteriori estimation
- control strategy
- queue length
- control system
- additive gaussian noise
- dynamic programming
- closed form solutions
- fractional brownian motion
- stochastic model
- inventory level
- infinite horizon