Stochastic Control for Linear Systems With Additive Cauchy Noises.
Javier H. FernándezJason L. SpeyerMoshe IdanPublished in: IEEE Trans. Autom. Control. (2015)
Keyphrases
- linear systems
- stochastic control
- queueing systems
- optimal control
- control problems
- operations management
- brownian motion
- sufficient conditions
- dynamical systems
- heavy tailed
- sparse linear systems
- reinforcement learning
- neural network
- pid controller
- dynamic programming
- supply chain management
- partial differential equations