Gradient flows for regularized stochastic control problems

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40)

Cites Work

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Central limit theorem for Markov processes with spectral gap in the Wasserstein metric
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A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs