Equilibrium for a Time-Inconsistent Stochastic Linear-Quadratic Control System with Jumps and Its Application to the Mean-Variance Problem.
Zhongyang SunXianping GuoPublished in: J. Optim. Theory Appl. (2019)
Keyphrases
- linear quadratic
- control system
- closed loop
- optimal control
- control strategy
- control scheme
- vector valued
- dynamical systems
- markov chain
- pid controller
- control algorithm
- fuzzy control
- real time
- multiscale
- utility function
- control method
- face detection
- medical images
- probabilistic model
- gaussian model
- reinforcement learning
- image segmentation