An Application of Stochastic Control Theory to Financial Economics.
Wendell H. FlemingTao PangPublished in: SIAM J. Control. Optim. (2004)
Keyphrases
- control theory
- optimal control problems
- dynamical systems
- control law
- differential equations
- game theory
- communication delays
- computational intelligence
- humanoid robot
- linear systems
- variable structure
- spatio temporal
- search algorithm
- real time
- video sequences
- machine learning
- networked control systems
- neural network