Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems (Q6140987)
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scientific article; zbMATH DE number 7782638
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| English | Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems |
scientific article; zbMATH DE number 7782638 |
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Linear Convergence of a Policy Gradient Method for Some Finite Horizon Continuous Time Control Problems (English)
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2 January 2024
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reinforcement learning
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policy gradient method
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stochastic control
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linear convergence
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stationary point
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backward stochastic differential equation
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