Finite Fuel Problem in Nonlinear Singular Stochastic Control.

Monica Motta Caterina Sartori

Published in: SIAM J. Control. Optim. (2007)

Keyphrases

stochastic control
optimal control
queueing systems
control problems
brownian motion
operations management
reinforcement learning
mathematical model
partial differential equations
differential equations
multiscale
level set
markov chain
stochastic process