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

Documenti analoghi

• A Policy Gradient Framework for Stochastic Optimal Control Problems with Global Convergence Guarantee
  di: Zhou, Mo, et al.
  Pubblicazione: (2023)
• Gradient ascent method for fully nonlinear parabolic differential equations with convex nonlinearity
  di: Duong, Hung, et al.
  Pubblicazione: (2024)
• A Fully Data-Driven Value Iteration for Stochastic LQR: Convergence, Robustness and Stability
  di: Cui, Leilei, et al.
  Pubblicazione: (2025)
• A deep learning algorithm for computing mean field control problems via forward-backward score dynamics
  di: Zhou, Mo, et al.
  Pubblicazione: (2024)
• On Global and Local Convergence of Iterative Linear Quadratic Optimization Algorithms for Discrete Time Nonlinear Control
  di: Roulet, Vincent, et al.
  Pubblicazione: (2022)