Dynamic programming and stochastic control processes

Cited in

(33)

QR tuning of discrete linear quadratic LQR regulator and state-action based approximate dynamic programming for online applications of optimal control system design
Output regulation of unknown linear systems using average cost reinforcement learning
Dynamic programming for semi-Markov modulated SDEs
Dynamic programming for a Markov-switching jump-diffusion
Solving stochastic optimal control problem via stochastic maximum principle with deep learning method
Convergence of the standard RLS method and UDU^T factorisation of covariance matrix for solving the algebraic Riccati equation of the DLQR via heuristic approximate dynamic programming
On the existence of the optimal control for stochastic functional differential equations subject to external disturbances
Uncertain random linear quadratic control with multiplicative and additive noises
Optimal life-insurance selection and purchase within a market of several life-insurance providers
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle
A stronger model of dynamic programming algorithms
Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model
A neural network approach for stochastic optimal control
Optimal social welfare policy within financial and life insurance markets
Control of chaotic systems by deep reinforcement learning
Stochastic optimization of forward recursive functions
14.—Dynamic Programming applied to Some Non-linear Stochastic Control Systems
Disturbance-estimation-based optimal control: from disturbance rejection to disturbance exploitation
Optimal bounded control for maximizing reliability of Duhem hysteretic systems
Research on the vehicle routing problem with interval demands
Optimal control problems of multi-stage uncertain random systems based on chance measure
Optimal control for uncertain random singular systems with multiple time-delays
Richard Bellman and stochastic control systems
Financing policies via stochastic control: a dynamic programming approach
Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees
Finding Hamiltonian cycle in graphs of bounded treewidth. Experimental evaluation
On optimum control in the presence of random disturbances
Analytical design of controllers in stochastic systems with velocity-limited controlling action
Recent advances in causal machine learning and dynamic policy learning
Dynamic programming and optimal control of variable multichannel stochastic service systems with applications
On a problem in tracking
Optimal harvesting for a logistic growth model with predation and a constant elasticity of variance
Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach

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