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A necessary and sufficient RHC stabilizability condition for stochastic control with delayed input.
Rong Gao
Juanjuan Xu
Wuquan Li
Xiaohua Liu
Published in:
Appl. Math. Comput. (2019)
Keyphrases
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stochastic control
optimal control
queueing systems
brownian motion
control problems
operations management
learning algorithm
sufficient conditions