Regular finite fuel stochastic control problems with exit time.
Dmitry B. RokhlinGeorgii MironenkoPublished in: Math. Methods Oper. Res. (2016)
Keyphrases
- control problems
- optimal control
- stochastic control
- reinforcement learning
- discrete random variables
- adaptive control
- continuous state spaces
- queueing systems
- brownian motion
- markov processes
- stochastic programming
- finite automata
- reinforcement learning methods
- stochastic process
- stochastic processes
- mathematical model
- probability distribution