Solving Time-Continuous Stochastic Optimal Control Problems: Algorithm Design and Convergence Analysis of Actor-Critic Flow

MaRDI QIDQ6523601arXivFDO

Authors Mo Zhou, Jianfeng Lu

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Optimal stochastic control (93E20) Hamilton-Jacobi equations in optimal control and differential games (49L12)

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