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Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs.
Yanqing Wang
Published in:
IMA J. Math. Control. Inf. (2021)
Keyphrases
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error analysis
control problems
optimal control
linear quadratic
least squares
dynamic programming
brownian motion
stochastic control
reinforcement learning
error correction
control strategy
control law
continuous state spaces
computer vision
dynamical systems