Reinforcement Learning Framework For Stochastic Optimal Control Problem Under Model Uncertainty
Fuente:
arXiv
Guardado en:
| Autores principales: | Hou, Jiaxuan, Wei, Lifeng |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Research on Optimal Control Problem Based on Reinforcement Learning under Knightian Uncertainty
por: Li, Ziyu, et al.
Publicado: (2025)
por: Li, Ziyu, et al.
Publicado: (2025)
Multilevel Stochastic Gradient Descent for Optimal Control Under Uncertainty
por: Baumgarten, Niklas, et al.
Publicado: (2025)
por: Baumgarten, Niklas, et al.
Publicado: (2025)
A Time-Inconsistent Stochastic Optimal Control Problem in an Infinite Time Horizon
por: Wei, Qingmeng, et al.
Publicado: (2025)
por: Wei, Qingmeng, et al.
Publicado: (2025)
Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty
por: Hao, Tao, et al.
Publicado: (2023)
por: Hao, Tao, et al.
Publicado: (2023)
Constrained Policy Optimization for Stochastic Optimal Control under Nonstationary Uncertainties
por: Shin, Sungho, et al.
Publicado: (2022)
por: Shin, Sungho, et al.
Publicado: (2022)
Seierstad Sufficient Conditions for Stochastic Optimal Control Problems with Infinite Horizon
por: Belyakov, Anton O., et al.
Publicado: (2025)
por: Belyakov, Anton O., et al.
Publicado: (2025)
Adversarial Reinforcement Learning: A Duality-Based Approach To Solving Optimal Control Problems
por: Chen, Nan, et al.
Publicado: (2025)
por: Chen, Nan, et al.
Publicado: (2025)
Partially Observed Optimal Stochastic Control: Regularity, Optimality, Approximations, and Learning
por: Kara, Ali Devran, et al.
Publicado: (2024)
por: Kara, Ali Devran, et al.
Publicado: (2024)
An Efficient On-Policy Deep Learning Framework for Stochastic Optimal Control
por: Hua, Mengjian, et al.
Publicado: (2024)
por: Hua, Mengjian, et al.
Publicado: (2024)
Near-Optimal Performance of Stochastic Model Predictive Control
por: Shin, Sungho, et al.
Publicado: (2022)
por: Shin, Sungho, et al.
Publicado: (2022)
Networked Control and Mean Field Problems Under Diagonal Dominance: Decentralized and Social Optimality
por: Khatana, Vivek, et al.
Publicado: (2025)
por: Khatana, Vivek, et al.
Publicado: (2025)
Sample Robust Scheduling of Electricity-Gas Systems Under Wind Power Uncertainty
por: Liu, Rong-Peng, et al.
Publicado: (2023)
por: Liu, Rong-Peng, et al.
Publicado: (2023)
Stochastic Maximum Principles and Linear-Quadratic Optimal Control Problems for Fractional Backward Stochastic Evolution Equations in Hilbert Spaces
por: Asadzade, Javad A., et al.
Publicado: (2026)
por: Asadzade, Javad A., et al.
Publicado: (2026)
Adversarial Reinforcement Learning for Robust Control of Fixed-Wing Aircraft under Model Uncertainty
por: Marquis, Dennis J., et al.
Publicado: (2025)
por: Marquis, Dennis J., et al.
Publicado: (2025)
A Convergence-Guaranteed Algorithm for Stochastic Optimal Control Problems
por: Amidzadeh, Mohsen
Publicado: (2026)
por: Amidzadeh, Mohsen
Publicado: (2026)
Indefinite Linear-Quadratic Optimal Control Problems of Backward Stochastic Differential Equations with Partial Information
por: Li, Jialong, et al.
Publicado: (2025)
por: Li, Jialong, et al.
Publicado: (2025)
Weak Closed-loop Solvability of Linear Quadratic Stochastic Optimal Control Problems with Partial Information
por: Li, Xun, et al.
Publicado: (2024)
por: Li, Xun, et al.
Publicado: (2024)
Reinforcement Learning for Public Safety Power Shutoffs Under Decision-Dependent Uncertainty and Nonlinear Wildfire Ignition Models
por: Raut, Prasanna, et al.
Publicado: (2026)
por: Raut, Prasanna, et al.
Publicado: (2026)
Connecting Stochastic Optimal Control and Reinforcement Learning
por: Quer, Jannes, et al.
Publicado: (2022)
por: Quer, Jannes, et al.
Publicado: (2022)
Robust Combinatorial Optimization Problems Under Budgeted Interdiction Uncertainty
por: Goerigk, Marc, et al.
Publicado: (2023)
por: Goerigk, Marc, et al.
Publicado: (2023)
Convexity in Optimal Control Problems
por: Abhijeet, et al.
Publicado: (2024)
por: Abhijeet, et al.
Publicado: (2024)
Constrained Reinforcement Learning for the Dynamic Inventory Routing Problem under Stochastic Supply and Demand
por: Hasturk, Umur, et al.
Publicado: (2025)
por: Hasturk, Umur, et al.
Publicado: (2025)
SLAM as a Stochastic Control Problem with Partial Information: Optimal Solutions and Rigorous Approximations
por: Gusija, Ilir, et al.
Publicado: (2026)
por: Gusija, Ilir, et al.
Publicado: (2026)
An Operator-Theoretic Framework for the Optimal Control Problem of Nonlinear Caputo Fractional Systems
por: Jha, Dev Prakash, et al.
Publicado: (2025)
por: Jha, Dev Prakash, et al.
Publicado: (2025)
Stability of Two-Stage Stochastic Programs Under Problem-Dependent Costs
por: Peyrousset, Nils, et al.
Publicado: (2026)
por: Peyrousset, Nils, et al.
Publicado: (2026)
Variational Dynamic Programming for Stochastic Optimal Control
por: Lambert, Marc, et al.
Publicado: (2024)
por: Lambert, Marc, et al.
Publicado: (2024)
Stochastic Kinematic Optimal Control on SO(3)
por: Wang, Xi, et al.
Publicado: (2024)
por: Wang, Xi, et al.
Publicado: (2024)
A Two-Stage Stochastic Model for Road-Rail Intermodal Freight Transportation Under Demand and Capacity Uncertainty
por: Gbadegoye, Jeremiah, et al.
Publicado: (2025)
por: Gbadegoye, Jeremiah, et al.
Publicado: (2025)
Stochastic Optimal Control via Local Occupation Measures
por: Holtorf, Flemming, et al.
Publicado: (2022)
por: Holtorf, Flemming, et al.
Publicado: (2022)
Robust Risk-Sensitive Reinforcement Learning with Conditional Value-at-Risk
por: Ni, Xinyi, et al.
Publicado: (2024)
por: Ni, Xinyi, et al.
Publicado: (2024)
Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems
por: Calvia, Alessandro, et al.
Publicado: (2025)
por: Calvia, Alessandro, et al.
Publicado: (2025)
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning
por: Zeng, Sihan, et al.
Publicado: (2021)
por: Zeng, Sihan, et al.
Publicado: (2021)
Stochastic Maximum Principle for Optimal Control of Anticipated Backward Stochastic Systems with Delays
por: Cheng, Guanwei
Publicado: (2025)
por: Cheng, Guanwei
Publicado: (2025)
A Framework for Approximating Perturbed Optimal Control Problems
por: Link, Riley, et al.
Publicado: (2024)
por: Link, Riley, et al.
Publicado: (2024)
Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control Problems
por: Ma, Xinyu, et al.
Publicado: (2025)
por: Ma, Xinyu, et al.
Publicado: (2025)
A Neural Network Approach for Stochastic Optimal Control
por: Li, Xingjian, et al.
Publicado: (2022)
por: Li, Xingjian, et al.
Publicado: (2022)
Bi-Level-Based Inverse Stochastic Optimal Control
por: Karg, Philipp, et al.
Publicado: (2023)
por: Karg, Philipp, et al.
Publicado: (2023)
Multi-Phase Optimal Control Problems for Efficient Nonlinear Model Predictive Control with acados
por: Frey, Jonathan, et al.
Publicado: (2024)
por: Frey, Jonathan, et al.
Publicado: (2024)
Nonlinear Stochastic Optimal Control and Optimal Stopping using the Fokker-Planck Transformation
por: Selim, Akan, et al.
Publicado: (2026)
por: Selim, Akan, et al.
Publicado: (2026)
Solving Linear-Quadratic Stochastic Control Problems with Signatures
por: Aqsha, Alif, et al.
Publicado: (2026)
por: Aqsha, Alif, et al.
Publicado: (2026)
Ejemplares similares
-
Research on Optimal Control Problem Based on Reinforcement Learning under Knightian Uncertainty
por: Li, Ziyu, et al.
Publicado: (2025) -
Multilevel Stochastic Gradient Descent for Optimal Control Under Uncertainty
por: Baumgarten, Niklas, et al.
Publicado: (2025) -
A Time-Inconsistent Stochastic Optimal Control Problem in an Infinite Time Horizon
por: Wei, Qingmeng, et al.
Publicado: (2025) -
Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty
por: Hao, Tao, et al.
Publicado: (2023) -
Constrained Policy Optimization for Stochastic Optimal Control under Nonstationary Uncertainties
por: Shin, Sungho, et al.
Publicado: (2022)