Stochastic control via direct comparison (Q633815): Difference between revisions
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Revision as of 09:20, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic control via direct comparison |
scientific article |
Statements
Stochastic control via direct comparison (English)
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30 March 2011
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dynamic programming
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Markov decision processes
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HJB equation
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performance potentials
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Poisson equation
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perturbation analysis
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sensitivity-based optimization
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