Numerical Solutions for Optimal Control of Stochastic Kolmogorov Systems.
George YinZhexin WenHongjiang QianHuy NguyenPublished in: J. Syst. Sci. Complex. (2021)
Keyphrases
- optimal control
- numerical solution
- optimal control problems
- control problems
- reinforcement learning
- control strategy
- differential equations
- complex systems
- dynamic programming
- np hard
- image processing
- brownian motion
- stochastic control
- sufficient conditions
- partial differential equations
- real time
- infinite horizon
- linear systems
- multiscale
- linear quadratic
- machine learning