A Maximum Principle for Optimal Control of Stochastic Evolution Equations.
Kai DuQingxin MengPublished in: SIAM J. Control. Optim. (2013)
Keyphrases
- optimal control
- optimal control problems
- brownian motion
- evolution equation
- dynamic programming
- control problems
- feedback control
- stochastic control
- infinite horizon
- curve evolution
- linear quadratic
- level set
- control strategy
- reinforcement learning
- partial differential equations
- total variation
- production planning
- control theory
- solving nonlinear
- anisotropic diffusion
- energy functional
- higher order