Stochastic impulse control with regime-switching dynamics.
Ralf KornYaroslav MelnykFrank Thomas SeifriedPublished in: Eur. J. Oper. Res. (2017)
Keyphrases
- air fuel ratio
- highly nonlinear
- control system
- monte carlo
- nonlinear dynamics
- control theory
- artificial neural networks
- dynamical systems
- control policies
- adaptive control
- external disturbances
- learning automata
- stochastic process
- initial conditions
- data sets
- control method
- optimal control
- image sequences
- social networks
- learning algorithm