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Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method - MaRDI portal

Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method (Q6076047)

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scientific article; zbMATH DE number 7741007
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Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method
scientific article; zbMATH DE number 7741007

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    Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method (English)
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    21 September 2023
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    linear quadratic (LQ) problem
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    reinforcement learning (RL)
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    stochastic optimal control
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