Login / Signup
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs.
Tiziano De Angelis
Giorgio Ferrari
John Moriarty
Published in:
Math. Oper. Res. (2019)
Keyphrases
</>
stochastic control
queueing systems
optimal control
control problems
operations management
brownian motion
np hard
special case
total cost
objective function
expected cost
reinforcement learning
arrival rate
control system
diffusion process
vector valued
control strategy
partial differential equations