Neural optimal controller for stochastic systems via pathwise HJB operator.

Zhe Jiao Xiaoyan Luo Xinlei Yi

Published in: CoRR (2024)

Keyphrases

optimal control
stochastic systems
dynamic programming
control problems
control strategy
stochastic models
infinite horizon
reinforcement learning
control system
markov chain
confidence intervals
pid controller
average cost
stochastic control
hamilton jacobi bellman