Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions.
Tianxiao WangHaisen ZhangPublished in: SIAM J. Control. Optim. (2017)
Keyphrases
- optimal control problems
- optimal control
- forward backward
- control theory
- differential equations
- control strategy
- production planning
- dynamic programming
- control system
- mathematical model
- linear systems
- solving nonlinear
- hidden markov models
- dynamical systems
- reinforcement learning
- control method
- image enhancement
- input image
- humanoid robot
- infinite horizon
- nonlinear equations