Delay feedback control of highly nonlinear neutral stochastic delay differential equations driven by G-Brownian motion.
Zhiguang LiuQuanxin ZhuPublished in: Syst. Control. Lett. (2023)
Keyphrases
- brownian motion
- differential equations
- feedback control
- optimal control
- highly nonlinear
- dynamical systems
- stochastic process
- dynamic programming
- poisson process
- stochastic processes
- diffusion process
- partial differential equations
- reinforcement learning
- inventory level
- expected cost
- heavy traffic
- control algorithm
- markov chain