Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps.
Yaning LinPublished in: J. Frankl. Inst. (2021)
Keyphrases
- stochastic systems
- open loop
- closed loop
- control system
- feedback control
- control law
- control scheme
- markov chain
- optimal control
- pid controller
- supply chain
- non stationary
- nash equilibrium
- random variables
- data mining
- maximum likelihood
- wavelet transform
- dynamic programming
- training data
- feature extraction
- decision making