Backward stochastic control system with entropy regularization

DOI10.1137/24M1684700MaRDI QIDQ6967856zbMATH OpenFDO

Authors Ziyue Chen, Qi Zhang

Publication date 25 June 2025

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/24M1684700

zbMATH Keywords

backward stochastic control systementropy regularizationlinear-quadratic problemmaximum principlerelaxed control

Mathematics Subject Classification ID

Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20) Measures of information, entropy (94A17)

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