Fully Coupled Forward-Backward Stochastic Functional Differential Equations and Applications to Quadratic Optimal Control.
Xiaoming XuPublished in: J. Syst. Sci. Complex. (2020)
Keyphrases
- forward backward
- optimal control problems
- differential equations
- optimal control
- brownian motion
- hidden markov models
- control problems
- dynamic programming
- dynamical systems
- stochastic control
- hamilton jacobi bellman
- numerical solution
- control theory
- reinforcement learning
- feedback control
- feed forward artificial neural networks
- numerical methods
- control strategy
- computational complexity
- objective function
- partial differential equations
- infinite horizon
- production planning
- control law
- continuous functions
- boundary value problem
- solving nonlinear
- computer vision
- real time
- image denoising
- bit rate
- pairwise