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Pathwise Stochastic Control Problems and Stochastic HJB Equations.

Rainer BuckdahnJin Ma
Published in: SIAM J. Control. Optim. (2007)
Keyphrases
  • stochastic control
  • hamilton jacobi bellman
  • optimal control
  • control problems
  • queueing systems
  • brownian motion
  • operations management
  • differential equations
  • reinforcement learning
  • image enhancement
  • arrival rate