indsigt - Stochastic Control
Q-Learning for Stochastic Control under General Information Structures and Non-Markovian Environments
Presenting a convergence theorem for stochastic iterations, particularly Q-learning, under general, possibly non-Markovian, stochastic environments.
Soft-constrained Schrödinger Bridge: A Stochastic Control Approach
提案された新しい制御問題「ソフト拘束シュレディンガーブリッジ（SSB）」の理論的導出と解決策に焦点を当てる。