Exploratory HJB Equations and Their Convergence.

Wenpin Tang Yuming Paul Zhang Xun Yu Zhou

Published in: SIAM J. Control. Optim. (2022)

Keyphrases

hamilton jacobi bellman
optimal control
control problems
nonlinear systems
convergence rate
convergence speed
stochastic control
numerical solution
mathematical model
dynamical systems
differential equations
control law
hamilton jacobi