Explicit solution of relative entropy weighted control (Q465547): Difference between revisions
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Revision as of 14:58, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solution of relative entropy weighted control |
scientific article |
Statements
Explicit solution of relative entropy weighted control (English)
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23 October 2014
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stochastic optimal control
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Itô calculus
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Brownian motion
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Malliavin calculus
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relative entropy
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path integral control
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Monte-Carlo sampling
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