Optimal Control of Investments in Old and New Capital Under Improving Technology.
Natali HritonenkoNobuyuki KatoYuri YatsenkoPublished in: J. Optim. Theory Appl. (2017)
Keyphrases
- optimal control
- dynamic programming
- control problems
- control strategy
- feedback control
- class of nonlinear systems
- infinite horizon
- reinforcement learning
- information technology
- brownian motion
- control law
- risk sensitive
- optimal control problems
- control system
- investments in information technology
- data mining
- linear quadratic
- adaptive control