A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions.

Hiroaki Morimoto

Published in: SIAM J. Control. Optim. (2010)

Keyphrases

optimal control
stochastic control
control method
image sequences
control problems
control system
motion model
human motion
control strategy
neural network
multiscale
reinforcement learning
video sequences
visual feedback
brownian motion