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Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix.
Mariken H. C. Everdij
Henk A. P. Blom
Published in:
IEEE Trans. Autom. Control. (1996)
Keyphrases
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stochastic control
optimal control
control problems
brownian motion
queueing systems
operations management
control strategy
adaptive control
reinforcement learning
dynamic programming
control system
special case
supply chain
learning problems
control law