Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems - Communications and Control Engineering
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Published By Springer International Publishing

9783030418458, 9783030418465

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Optimal Control of Diffusion Processes

Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems - Communications and Control Engineering ◽

10.1007/978-3-030-41846-5_3 ◽

2020 ◽

pp. 111-199

Author(s):

Xi-Ren Cao

Keyword(s):

Optimal Control ◽

Diffusion Processes

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Degenerate Diffusion Processes

Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems - Communications and Control Engineering ◽

10.1007/978-3-030-41846-5_4 ◽

2020 ◽

pp. 201-246

Author(s):

Xi-Ren Cao

Keyword(s):

Diffusion Processes ◽

Degenerate Diffusion

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Multi-dimensional Diffusion Processes

Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems - Communications and Control Engineering ◽

10.1007/978-3-030-41846-5_5 ◽

2020 ◽

pp. 247-300

Author(s):

Xi-Ren Cao

Keyword(s):

Diffusion Processes ◽

Dimensional Diffusion

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Performance-Derivative-Based Optimization

Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems - Communications and Control Engineering ◽

10.1007/978-3-030-41846-5_6 ◽

2020 ◽

pp. 301-309

Author(s):

Xi-Ren Cao

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Optimal Control of Markov Processes: Infinite-Horizon

Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems - Communications and Control Engineering ◽

10.1007/978-3-030-41846-5_2 ◽

2020 ◽

pp. 37-110

Author(s):

Xi-Ren Cao

Keyword(s):

Optimal Control ◽

Markov Processes ◽

Infinite Horizon

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Introduction

Relative Optimization of Continuous-Time and Continuous-State Stochastic Systems - Communications and Control Engineering ◽

10.1007/978-3-030-41846-5_1 ◽

2020 ◽

pp. 1-35

Author(s):

Xi-Ren Cao

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