Kavli Affiliate: Ran Wang | First 5 Authors: Mohamed Naveed Gul Mohamed, Suman Chakravorty, Raman Goyal, Ran Wang, | Summary: We consider the problem of nonlinear stochastic optimal control. This problem is thought to be fundamentally intractable owing to Bellman’s infamous "curse of dimensionality". We present a result that shows that repeatedly solving an open-loop […]