Newton method for stochastic control problems
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Publication:5039281
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Cites work
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- Linear forward-backward stochastic differential equations with random coefficients
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Cited in
(5)- Deterministic and stochastic Newton-based extremum seeking for higher derivatives of unknown maps with delays
- Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems
- A modified MSA for stochastic control problems
- Gradient flows for regularized stochastic control problems
- A policy gradient framework for stochastic optimal control problems with global convergence guarantee
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