Time-Inconsistent Stochastic LQ Problem with Regime Switching.

Binbin Si Yuan-Hua Ni Ji-Feng Zhang

Published in: J. Syst. Sci. Complex. (2020)

Keyphrases

computer vision
stochastic optimization
machine learning
artificial intelligence
monte carlo
markov processes
real time
neural network
multistage
stochastic process
learning automata
stochastic programming
inconsistent information
stochastic nature