Bond management and max-min optimal control.

Luca Luigi Ghezzi

Published in: Appl. Math. Comput. (2000)

Keyphrases

optimal control
max min
dynamic programming
min max
control problems
class of nonlinear systems
reinforcement learning
feedback control
infinite horizon
optimal control problems
control strategy
hill climbing
machine learning
neural network
stochastic control
robust optimization
decision making