no code implementations • 6 Jul 2016 • Masahiro Ono, Mahmoud El Chamie, Marco Pavone, Behcet Acikmese
We found that the same result holds for stochastic optimal control problems with continuous state and action spaces. Furthermore, we show the randomization of control input can result in reduced cost when the optimization problem is nonconvex, and the cost reduction is equal to the duality gap.