"Linear convergence of a policy gradient method for finite horizon ..."

Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang (2022)

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DOI: 10.48550/ARXIV.2203.11758

access: open

type: Informal or Other Publication

metadata version: 2024-04-23

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Christoph Reisinger, Wolfgang Stockinger, Yufei Zhang:
Linear convergence of a policy gradient method for finite horizon continuous time stochastic control problems. CoRR abs/2203.11758 (2022)

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