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What is Stochastic Optimal Control Policies about?

The document discusses regular policies in stochastic optimal control and abstract dynamic programming, highlighting the classical total cost stochastic optimal control framework. It outlines three main classes of total cost SOC problems: discounted, undiscounted, and stochastic shortest path problems, along with their complexities. The paper also addresses the challenges posed by noncontractive problems and the behavior of policies under varying cost conditions.

Author

chenxizhu1999

Language

EN