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Stochastic optimal control, which has the goal of driving the behavior of noisy systems, is broadly applicable in science, engineering and artificial intelligence.
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Efficient rare event simulation by optimal nonequilibrium forcing
Carsten Hartmann and Christof Schütte · 2012
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Optimal control as a graphical model inference problem
Hilbert J Kappen, Vicenç Gómez, and Manfred Opper · 2012
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Semi-lagrangian schemes for linear and fully non-linear diffusion equations
Kristian Debrabant and Espen R. Jakobsen · 2013
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Numerical methods for stochastic control problems in continuous time , volume 24
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The cross-entropy method: a unified approach to combinatorial optimization, Monte-Carlo simulation and machine learning
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Explicit solution of relative entropy weighted control
Joris Bierkens and Hilbert J Kappen · 2014
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Policy search for path integral control
Vicenç Gómez, Hilbert J Kappen, Jan Peters, and Gerhard Neumann · 2014
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Characterization of rare events in molecular dynamics
Carsten Hartmann, Ralf Banisch, Marco Sarich, Tomasz Badowski, and Christof Schütte · 2014
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Applications of the cross-entropy method to importance sampling and optimal control of diffusions
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