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Optimal Control with Noisy Time
Andrew Lamperski
, Noah J. Cowan
Electrical and Computer Engineering
Research output
:
Contribution to journal
›
Article
›
peer-review
5
Scopus citations
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Keyphrases
Controller
100%
Stochastic Processes
100%
Time Measurement
100%
Optimal Control
100%
Continuous-time
100%
Time-variant
100%
Dynamic Programming
100%
Activity Rate
100%
Optimal Controller
100%
Linear Quadratic
100%
Linear Quadratic Regulator
100%
Lvy Processes
100%
Riccati Differential Equation
100%
Stochastic Optimal Control Problems
100%
Finite-horizon Control
100%
Portfolio Optimization
100%
Trade Activities
100%
Mathematics
Differential Equation
100%
Stochastic Process
100%
Optimal Control Theory
100%
Lvy Process
100%
Stochastics
100%
Continuous Time
100%
Optimal Control Problem
100%