Optimal Control and Sensitivity Analysis for Two Risk Models.

Ekaterina Bulinskaya Julia Gusak

Published in: Commun. Stat. Simul. Comput. (2016)

Keyphrases

sensitivity analysis
optimal control
influence diagrams
risk sensitive
managerial insights
probabilistic model
dynamic programming
control problems
feedback control
real time
reinforcement learning
constrained optimization
class of nonlinear systems