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A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information.
Shuaiqi Zhang
Jie Xiong
Jingtao Shi
Published in:
Syst. Control. Lett. (2021)
Keyphrases
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partial information
optimal control
linear quadratic
brownian motion
stochastic differential equations
incomplete information
dynamic programming
control strategy
infinite horizon
reinforcement learning
machine learning
graphical models
multiresolution
random variables
vector valued