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Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps.

Detao Zhang
Published in: J. Syst. Sci. Complex. (2011)
Keyphrases
  • linear quadratic
  • optimal control
  • vector valued
  • dynamical systems
  • closed loop
  • markov chain
  • reinforcement learning
  • special case
  • dynamic programming