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On the Solution Structure of Infinite-Dimensional Linear Problems Stemming from Singular Stochastic Control Problems.
Martin G. Vieten
Richard H. Stockbridge
Published in:
SIAM J. Control. Optim. (2020)
Keyphrases
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control problems
optimal control
optimal control problems
stochastic control
infinite dimensional
reinforcement learning
linear systems
finite dimensional
continuous state spaces
dynamic programming
brownian motion
convex sets
closed form
adaptive control
infinite horizon
control law
control strategy
control system