Numerical Methods for Stochastic Singular Control Problems with State-Dependent Control.
Harold J. KushnerPublished in: SIAM J. Control. Optim. (2013)
Keyphrases
- control problems
- state dependent
- stochastic control
- numerical methods
- optimal control
- reinforcement learning
- queueing systems
- optimal policy
- steady state
- differential equations
- brownian motion
- adaptive control
- arrival rate
- partial differential equations
- queueing networks
- markov chain
- stationary distribution
- special case
- continuous state
- asymptotically optimal
- queue length
- single server
- control strategy
- sufficient conditions
- graphical models
- stochastic process
- dynamic programming
- control law
- level set method
- operations management