Stochastic Optimal Contr

Stochastic Optimal Contro
Stochastic Optimal Control via Local Occupation Measures

arXiv:2211.15652v3 Announce Type: replace-cross
Abstract: Viewing stochastic processes through the lens of occupation measures has proved to be a powerful angle of attack for the theoretical and computational analysis of stochastic optimal control problems. We present a simple modification of the t…