Mirror Descent for Stochastic Control Problems with Measure-valued Controls

MaRDI QIDQ6515886arXivFDO

Authors B. Kerimkulov, David Šiška, Lukasz Szpruch

Published in arXiv

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20) Numerical methods based on necessary conditions (49M05)

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