Optimal control of inequality under uncertainty.

Martin Forster Davide La Torre Peter J. Lambert

Published in: Math. Soc. Sci. (2014)

Keyphrases

optimal control
control problems
dynamic programming
control strategy
risk sensitive
control law
feedback control
brownian motion
class of nonlinear systems
infinite horizon
reinforcement learning
optimal control problems
stochastic control
mathematical model
control method
continuous stirred tank reactor