A direct method for solving stochastic control problems.

Tyrone E. Duncan Bozenna Pasik-Duncan

Published in: Commun. Inf. Syst. (2012)

Keyphrases

control problems
optimal control
hamilton jacobi bellman
stochastic control
reinforcement learning
continuous state spaces
queueing systems
adaptive control
dynamic programming
reinforcement learning methods
brownian motion
data mining
nonlinear systems
stochastic process