Stochastic Control of Network Systems II: NETCAD Optimal Control & the HJB Equation.

Zhongjing Ma Peter E. Caines Roland P. Malhamé

Published in: CDC (2006)

Keyphrases

optimal control
hamilton jacobi bellman
stochastic control
control problems
dynamic programming
brownian motion
infinite horizon
control strategy
nonlinear systems
reinforcement learning
queueing systems
control law
average cost