A stochastic maximum principle for partially observed stochastic control systems with delay.

Shuaiqi Zhang Xun Li Jie Xiong

Published in: Syst. Control. Lett. (2020)

Keyphrases

partially observed
control system
monte carlo
stochastic nature
neural network
search engine
response time
control scheme
stochastic model
stochastic optimization
real environment
stochastic programming
stochastic models
stochastic approximation