Regularity and Stability of Feedback Relaxed Controls
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Publication:3382776
DOI10.1137/20M1312435zbMath1471.93100arXiv2001.03148OpenAlexW3199075411MaRDI QIDQ3382776
Christoph Reisinger, Yu-Fei Zhang
Publication date: 22 September 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2001.03148
Hamilton-Jacobi-Bellman equationreinforcement learningLipschitz stabilityexploration and exploitationsensitivity equationfeedback relaxed control
Related Items (3)
Exploratory HJB Equations and Their Convergence ⋮ Reinforcement Learning for Linear-Convex Models with Jumps via Stability Analysis of Feedback Controls ⋮ Optimal Scheduling of Entropy Regularizer for Continuous-Time Linear-Quadratic Reinforcement Learning
Uses Software
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