Data-Driven Stochastic Optimal Control in Reproducing Kernel Hilbert Spaces

arXiv:2407.16407 · math.OC, cs.LG, cs.SY, eess.SY, stat.ML · Submitted 2024-07-23 · Read on arXiv

math.OC, cs.LG, cs.SY, eess.SY, stat.ML

Submitted: 2024-07-23

Updated: 2026-10-09

Terminology

• Hilbert Space — 2× in this paper · explained in 2 episodes
• Diffusion Processes — 1× in this paper · explained in 2 episodes
• Reproducing Kernel Hilbert Space (RKHS) — 1× in this paper · explained in 4 episodes

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