Gradient flows for regularized stochastic control problems (Q6576858)
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scientific article; zbMATH DE number 7885156
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| English | Gradient flows for regularized stochastic control problems |
scientific article; zbMATH DE number 7885156 |
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Gradient flows for regularized stochastic control problems (English)
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23 July 2024
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gradient flow
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stochastic control
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Pontryagin optimality
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backward stochastic differential equation
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0.7597330808639526
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0.7567420601844788
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