The Solution to the Problem of Optimal Control in an Unstable Economic System.
Aleksandr S. MarahovskiyEvgeni L. ToropcevAnna V. ShadchnevaEvgenya A. NekrasovaPublished in: YSIP (2017)
Keyphrases
- optimal control
- optimal control problems
- control problems
- dynamic programming
- control strategy
- feedback control
- neural network
- infinite horizon
- data mining
- optimal solution
- brownian motion
- lyapunov function
- risk sensitive
- control law
- reinforcement learning
- dynamical systems
- production planning
- stochastic control
- linear quadratic
- real time
- class of nonlinear systems