Gradient flows for regularized stochastic control problems (Q6576858)
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scientific article; zbMATH DE number 7885156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient flows for regularized stochastic control problems |
scientific article; zbMATH DE number 7885156 |
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Gradient flows for regularized stochastic control problems (English)
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23 July 2024
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gradient flow
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stochastic control
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Pontryagin optimality
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backward stochastic differential equation
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