HJB Equations for Ergodic Control Problems for Constrained Diffusions in Polyhedral Domains.

Vivek S. Borkar Amarjit Budhiraja

Published in: CDC/ECC (2005)

Keyphrases

hamilton jacobi bellman
control problems
optimal control
brownian motion
reinforcement learning
stochastic control
adaptive control
queueing systems
markov chain
nonlinear systems
control strategy
anisotropic diffusion
dynamic programming
control method
real time
function approximation
learning algorithm