Exploratory HJB Equations and Their Convergence
Author:
Affiliation:
1. Department of Industrial Engineering and Operations Research, Columbia University, New York, NY USA 10027 (, ).
2. Department of Mathematics, University of California, San Diego, CA USA ().
Funder
National Science Foundation
Columbia University
Nie Center for Intelligent Asset Management
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Reference35 articles.
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5. Fokker–Planck–Kolmogorov Equations
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