Near optimality of Lipschitz and smooth policies in controlled diffusions
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Publication:6648503
DOI10.1016/J.SYSCONLE.2024.105943MaRDI QIDQ6648503
Somnath Pradhan, Serdar Yüksel
Publication date: 4 December 2024
Published in: Systems \& Control Letters (Search for Journal in Brave)
Hamilton-Jacobi-Bellman equationcontrolled diffusionsnear optimalityLipschitz continuous policysmooth policy
Optimal stochastic control (93E20) Diffusion processes (60J60) PDEs in connection with control and optimization (35Q93) Systems theory; control (93-XX)
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