Survey of linear programming for standard and nonstandard Markovian control problems. Part I: Theory.

Lodewijk C. M. Kallenberg

Published in: Math. Methods Oper. Res. (1994)

Keyphrases

control problems
linear programming
optimal control
reinforcement learning
dynamic programming
adaptive control
theoretical framework
linear program
queueing systems
optimal solution
least squares
control method
quadratic programming
table of contents
hamilton jacobi bellman