Stochastic pointwise second-order maximum principle for optimal continuous-singular control using variational approach.
Nour El Houda AbadaMokhtar HafayedPublished in: Int. J. Model. Identif. Control. (2023)
Keyphrases
- pointwise
- stochastic control
- optimal control
- control problems
- weighted sum
- polynomial approximation
- brownian motion
- control system
- dynamic programming
- control policies
- worst case
- nonparametric regression
- reinforcement learning
- monte carlo
- control policy
- optimal solution
- roc curve
- graph cuts
- state space
- learning algorithm
- machine learning