Dynamic Programming and a Verification Theorem for the Recursive Stochastic Control Problem of Jump-Diffusion Models With Random Coefficients.
Jun MoonTamer BasarPublished in: IEEE Trans. Autom. Control. (2022)
Keyphrases
- diffusion models
- dynamic programming
- stochastic control
- optimal control
- diffusion model
- information diffusion
- greedy algorithm
- influence maximization
- control problems
- operations management
- social networks
- brownian motion
- markov chain
- state space
- infinite horizon
- queueing systems
- viral marketing
- reinforcement learning
- markov decision processes