The δ - sensitivity and its application to stochastic optimal control of nonlinear diffusions.

Evangelos A. Theodorou Emo Todorov

Published in: ACC (2013)

Keyphrases

diffusion processes
anisotropic diffusion
nonlinear dynamics
information diffusion
diffusion process
real time
artificial neural networks
decision trees
data mining
vector valued
neural network
high order
information retrieval
linear systems
nonlinear models
brownian motion
data sets