C
search
search
reviewers
reviewers
feeds
feeds
assignments
assignments
settings
logout
Numerical Method for Ergodic Optimal Control Problems of Switching Stochastic Differential Equations with Reflection.
Saul C. Leite
Marcelo D. Fragoso
Published in:
CDC (2020)
Keyphrases
</>
numerical methods
optimal control problems
brownian motion
differential equations
stochastic differential equations
optimal control
dynamical systems
control theory
numerical solution
markov chain
partial differential equations
multiscale
dynamic programming
maximum a posteriori estimation
higher order