On Viscosity Solution of HJB Equations with State Constraints and Reflection Control.
Anup BiswasHitoshi IshiiSubhamay SahaLin WangPublished in: SIAM J. Control. Optim. (2017)
Keyphrases
- hamilton jacobi bellman
- control problems
- optimal control
- stochastic control
- mathematical model
- differential equations
- control strategy
- reinforcement learning
- closed form solutions
- control policy
- dynamic environments
- state space
- control system
- dynamic programming
- nonlinear systems
- operations management
- queueing systems
- finite difference
- numerical methods
- numerical solution
- linear systems
- adaptive control
- markov chain
- special case
- objective function