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Nonlinear Optimal Stochastic Control - Some Approximations when the Noise is Small.

J. D. PerkinsR. W. H. Sargent
Published in: Optimization Techniques (1975)
Keyphrases
  • stochastic control
  • optimal control
  • control problems
  • dynamic programming
  • queueing systems
  • brownian motion
  • operations management
  • closed form
  • asymptotically optimal
  • machine learning
  • optimal solution
  • steady state