Average Optimal Singular Control and a Related Stopping Problem.
Michael I. TaksarPublished in: Math. Oper. Res. (1985)
Keyphrases
- stochastic control
- optimal control
- control system
- optimal solution
- control policy
- control theory
- case study
- dynamic programming
- worst case
- control strategy
- control problems
- standard deviation
- average distance
- finding optimal
- adaptive control
- real world
- closely related
- special case
- objective function
- information systems