Kullback–Leibler-Quadratic Optimal Control
DOI10.1137/21M1433654arXiv2004.01798OpenAlexW3014878341MaRDI QIDQ6069419
Ana Bušić, Unnamed Author, Sean P. Meyn
Publication date: 14 November 2023
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.01798
Optimality conditions and duality in mathematical programming (90C46) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic learning and adaptive control (93E35) Markov and semi-Markov decision processes (90C40)
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