Continuity of the Value Function for Stochastic Sparse Optimal Control
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DOI: 10.1016/j.ifacol.2020.12.537
Abstract: In this paper, we investigate the continuity of the value function for a stochastic sparse optimal control. The most common method to solve stochastic optimal control problems is the dynamic programming. Specifically, if the value… read more here.
Keywords: continuity value; value; optimal control; value function ... See more keywords