Operator Splitting, Policy Iteration, and Machine Learning for Stochastic Optimal Control

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bensoussan, Alain, Nguyen, Thien P. B., Tran, Minh-Binh, Tu, Son N. T.
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control Numerical Analysis Analysis of PDEs 35D40, 70H20, 49L25, 65M15, 49H25, 35L60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.12167