Batch Sample-wise Stochastic Optimal Control via Stochastic Maximum Principle

MaRDI QIDQ7176240arXivFDO

Authors Hui Sun, Feng Bao

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic models, generic numerical methods in probability and statistics (65C20)

arXiv classification

math.OC

This page was built for publication: Batch Sample-wise Stochastic Optimal Control via Stochastic Maximum Principle

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7176240)