A Reinforcement Learning Framework for Some Singular Stochastic Control Problems

MaRDI QIDQ7182767arXivFDO

Authors Zongxia Liang, Xiaodong Luo, Xiang Yu

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Iterative learning control (93B47) Optimal stochastic control (93E20)

arXiv classification

math.OC

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