Representation of Weak Solutions of Convex Hamilton-Jacobi-Bellman Equations on Infinite Horizon.
Vincenzo BascoPublished in: J. Optim. Theory Appl. (2020)
Keyphrases
- infinite horizon
- optimal control
- hamilton jacobi bellman
- finite horizon
- control problems
- dynamic programming
- long run
- optimal policy
- brownian motion
- markov decision processes
- control strategy
- mathematical model
- closed form solutions
- markov decision process
- special case
- lead time
- decision making
- adaptive control
- average reward
- optimal solution