On a Class of Infinite-Dimensional Singular Stochastic Control Problems.
Salvatore FedericoGiorgio FerrariFrank RiedelMichael RöcknerPublished in: SIAM J. Control. Optim. (2021)
Keyphrases
- control problems
- infinite dimensional
- stochastic control
- finite dimensional
- optimal control
- queueing systems
- reinforcement learning
- convex sets
- adaptive control
- higher dimensional
- shape space
- vector space
- brownian motion
- machine learning
- numerical solution
- reproducing kernel hilbert space
- level set
- probability distribution
- dynamic programming