A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters (Q6111300)
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scientific article; zbMATH DE number 7708290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters |
scientific article; zbMATH DE number 7708290 |
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A Sample-Wise Data Driven Control Solver for the Stochastic Optimal Control Problem with Unknown Model Parameters (English)
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6 July 2023
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stochastic optimal control
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parameter estimation
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optimal filter
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backward stochastic differential equations
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stochastic gradient descent
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