Stochastic drift counteraction optimal control and enhancing convergence of value iteration

Robert A. E. Zidek, Ilya V. Kolmanovsky. Stochastic drift counteraction optimal control and enhancing convergence of value iteration. In 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016. pages 1119-1124, IEEE, 2016. [doi]

Abstract

Abstract is missing.