Choquet Regularization for Continuous-Time Reinforcement Learning
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Publication:6073554
DOI10.1137/22m1524734arXiv2208.08497OpenAlexW4386750089MaRDI QIDQ6073554
Ruodu Wang, Xun Yu Zhou, Xia Han
Publication date: 11 October 2023
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.08497
reinforcement learningquantilelinear-quadratic controlcontinuous timeHJB equationsexplorationChoquet integralsregularizers
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