Mirror Descent for Stochastic Control Problems with Measure-valued Controls.

Bekzhan Kerimkulov David Siska Lukasz Szpruch Yufei Zhang

Published in: CoRR (2024)

Keyphrases

control problems
optimal control
reinforcement learning
stochastic control
adaptive control
queueing systems
continuous state spaces
similarity measure
distance measure
brownian motion
markov processes
reinforcement learning methods
control policies