Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels.
Stefano BonaccorsiFulvia ConfortolaElisa MastrogiacomoPublished in: SIAM J. Control. Optim. (2012)
Keyphrases
- optimal control
- optimal control problems
- linear quadratic
- brownian motion
- control problems
- hamilton jacobi bellman
- stochastic control
- dynamic programming
- risk sensitive
- infinite horizon
- reinforcement learning
- control strategy
- least squares
- feedback control
- class of nonlinear systems
- numerical solution
- differential equations
- kernel function
- mathematical model
- solving nonlinear
- closed loop
- markov processes
- nonlinear equations
- production planning
- kernel methods
- support vector
- image enhancement
- dynamical systems
- real time