Optimal Control for Diffusions on Graphs.
Laura FlorescuYuval PeresMiklós Z. RáczPublished in: SIAM J. Discret. Math. (2018)
Keyphrases
- optimal control
- brownian motion
- control problems
- dynamic programming
- feedback control
- control strategy
- risk sensitive
- optimal control problems
- reinforcement learning
- class of nonlinear systems
- infinite horizon
- control law
- continuous stirred tank reactor
- lyapunov function
- anisotropic diffusion
- policy gradient
- stochastic control
- control system
- multiscale