A closed-loop neural controller for SPDEs combines regularity-structure features with an operator-encoded policy net, and beats open-loop and RL baselines on two stochastic PDE tracking tasks.
Conditioned stochastic differential equations: theory, examples and application to finance
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Model-Based Closed-Loop Control Algorithm for Stochastic Partial Differential Equation Control
A closed-loop neural controller for SPDEs combines regularity-structure features with an operator-encoded policy net, and beats open-loop and RL baselines on two stochastic PDE tracking tasks.