Continuous Policy and Value Iteration for Relaxed Stochastic Control Problems and Its Convergence
math.OC, cs.LG
Submitted: 2025-06-09
Updated: 2026-10-01
Sources
- Continuous-time optimal investment with portfolio constraints: a reinforcement learning approach
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- Mean-Field Langevin Dynamics: Exponential Convergence and Annealing
- Exploratory Optimal Stopping: A Singular Control Formulation
- Convergence of Policy Iteration for Entropy-Regularized Stochastic Control Problems
- Convergence Analysis for Entropy-Regularized Control Problems: A Probabilistic Approach
- A policy iteration algorithm for non-Markovian control problems
- Regret of exploratory policy improvement and q-learning
- Policy Iteration for Exploratory Hamilton--Jacobi--Bellman Equations
- A Policy Gradient Framework for Stochastic Optimal Control Problems with Global Convergence Guarantee
- Solving Time-Continuous Stochastic Optimal Control Problems: Algorithm Design and Convergence Analysis of Actor-Critic Flow
- Learning Mean-Field Games through Mean-Field Actor-Critic Flow
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