Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint.

Peter Bank Moritz Voß

Published in: SIAM J. Control. Optim. (2018)

Keyphrases

stochastic control
optimal control
control problems
queueing systems
operations management
linear quadratic
reinforcement learning
brownian motion
learning algorithm
multiresolution
state space
steady state
stochastic process