continuous stochastic control problem
Reinforcement Learning for Continuous Stochastic Control Problems
The objective of RL is to find -thanks to a reinforcement signal- an optimal strategy for solving a dynamical control problem. Here we sudy the continuous time, con(cid:173) tinuous state-space stochastic case, which covers a wide variety of control problems including target, viability, optimization problems (see [FS93], [KP95])}or which a formalism is the following.