The Annals of Applied Probability, Vol. 28, No. 1 (February 2018), pp. 1-34 (34 pages) In this paper, we aim to develop the stochastic control theory of branching diffusion processes where both the ...
Model Predictive Control (MPC) is a modern feedback law that generates the control signal by solving an optimal control problem at each sampling time. This approach is capable of maximizing a certain ...
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