Keyphrases
- optimal control
- brownian motion
- stochastic differential equations
- additive gaussian noise
- dynamic programming
- fractional brownian motion
- control strategy
- optimal control problems
- infinite horizon
- noise level
- reinforcement learning
- maximum a posteriori estimation
- long range
- differential equations
- non stationary
- heavy traffic
- stochastic process
- poisson process
- image denoising
- optimal solution