works on
convergence analysis 1entropy regularization 1langevin dynamics 1policy iteration 1stochastic control 1value iteration 1

From the 1 of 1 linked paper with an AI index.

collaborators

1 paper

math.OC2026

Continuous Policy and Value Iteration for Stochastic Control Problems and Its Convergence

Qi Feng, Gu Wang

The paper proposes a continuous policy‑value iteration method that uses Langevin‑type dynamics to update both the value function and the optimal control for stochastic control prob…