On stochastic control up to a hitting time.

Debasish Chatterjee Eugenio Cinquemani Georgios Chaloulos John Lygeros

Published in: CDC (2009)

Keyphrases

stochastic control
queueing systems
control problems
optimal control
operations management
brownian motion
markov chain
partial differential equations
reinforcement learning
markov processes
machine learning
differential equations
queue length
infinite horizon
adaptive control