Optimal bunching without optimal control.
Georg NöldekeLarry SamuelsonPublished in: J. Econ. Theory (2007)
Keyphrases
- optimal control
- dynamic programming
- control problems
- feedback control
- risk sensitive
- control strategy
- optimal control problems
- class of nonlinear systems
- infinite horizon
- brownian motion
- average cost
- control law
- stochastic control
- reinforcement learning
- lyapunov function
- linear quadratic
- neural network
- closed loop
- machine learning