Pathwise Relaxed Optimal Control of Rough Differential Equations.
Prakash ChakrabortyHarsha HonnappaSamy TindelPublished in: CoRR (2024)
Keyphrases
- differential equations
- optimal control
- control problems
- dynamical systems
- dynamic programming
- optimal control problems
- control strategy
- brownian motion
- ordinary differential equations
- feedback control
- numerical methods
- numerical solution
- infinite horizon
- optimal solution
- reinforcement learning
- partial differential equations
- boundary value problem
- control law
- integer programming
- least squares
- difference equations
- linear quadratic
- real time
- control theory
- continuous functions