Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing.
Fausto GozziFederica MasieroPublished in: SIAM J. Control. Optim. (2017)
Keyphrases
- hamilton jacobi bellman
- control problems
- optimal control
- stochastic control
- control strategy
- reinforcement learning
- adaptive control
- queueing systems
- nonlinear systems
- dynamic programming
- brownian motion
- dynamical systems
- differential equations
- control law
- state space
- scale space
- operations management
- image processing
- control method
- control algorithm
- neural network
- input output
- level set