A study on the application of machine learning algorithms in stochastic optimal control
By observing a similarity between the goal of stochastic optimal control to minimize an expected cost functional and the aim of machine learning to minimize an expected loss function, a method of applying machine learning algorithm to approximate the optimal control function is established and imple...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2019
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252541 |