Small-noise asymptotics of Hamilton-Jacobi-Bellman equations and bifurcations of stochastic optimal control problems.
Dieter GrassTatiana KiselevaFlorian WagenerPublished in: Commun. Nonlinear Sci. Numer. Simul. (2015)
Keyphrases
- optimal control problems
- optimal control
- hamilton jacobi bellman
- control problems
- dynamic programming
- stochastic control
- control strategy
- reinforcement learning
- infinite horizon
- control law
- sufficient conditions
- brownian motion
- differential equations
- steady state
- learning algorithm
- neural network
- mathematical model
- markov chain