Recurrent neural networks for stochastic control problems with delay (Q2061009): Difference between revisions

@@ Property / DOI @@
-.1007/s00498-021-00300-3
@@ Property / DOI: 10.1007/s00498-021-00300-3 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W3192853753
@@ Property / OpenAlex ID: W3192853753 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.01385
@@ Property / arXiv ID: 2101.01385 / rank @@
+Normal rank
@@ Property / cites work @@
+Time-to-build and cycles
@@ Property / cites work: Time-to-build and cycles / rank @@
+Normal rank
@@ Property / cites work @@
+Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach
+Normal rank
@@ Property / cites work @@
+Stochastic control problems with delay
@@ Property / cites work: Stochastic control problems with delay / rank @@
+Normal rank
@@ Property / cites work @@
+Learning Deep Architectures for AI
@@ Property / cites work: Learning Deep Architectures for AI / rank @@
+Normal rank
@@ Property / cites work @@
+Solving the quantum many-body problem with artificial neural networks
+Normal rank
@@ Property / cites work @@
+Q2807034
@@ Property / cites work: Q2807034 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case
+Normal rank
@@ Property / cites work @@
+Finite difference approximation for stochastic optimal stopping problems with delays
+Normal rank
@@ Property / cites work @@
+Maximum principle for the stochastic optimal control problem with delay and application
+Normal rank
@@ Property / cites work @@
+Dynamic programming principle for stochastic recursive optimal control problem with delayed systems
+Normal rank
@@ Property / cites work @@
+Delayed stochastic linear-quadratic control problem and related applications
+Normal rank
@@ Property / cites work @@
+Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Some Solvable Stochastic Control Problems With Delay
+Normal rank
@@ Property / cites work @@
+A stochastic control problem with delay arising in a pension fund model
+Normal rank
@@ Property / cites work @@
+Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay
+Normal rank
@@ Property / cites work @@
+Discretisation of stochastic control problems for continuous time dynamics with delay
+Normal rank
@@ Property / cites work @@
+.1162/153244303768966139
@@ Property / cites work: 10.1162/153244303768966139 / rank @@
+Normal rank
@@ Property / cites work @@
+On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
+Normal rank
@@ Property / cites work @@
+Q3375703
@@ Property / cites work: Q3375703 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving high-dimensional partial differential equations using deep learning
+Normal rank
@@ Property / cites work @@
+Solving high-dimensional eigenvalue problems using deep neural networks: a diffusion Monte Carlo like approach
+Normal rank
@@ Property / cites work @@
+Uniformly accurate machine learning-based hydrodynamic models for kinetic equations
+Normal rank
@@ Property / cites work @@
+Solving many-electron Schrödinger equation using deep neural networks
+Normal rank
@@ Property / cites work @@
+Deep fictitious play for stochastic differential games
+Normal rank
@@ Property / cites work @@
+Q5687977
@@ Property / cites work: Q5687977 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for controlled stochastic delay systems
+Normal rank
@@ Property / cites work @@
+Numerical approximations for stochastic systems with delays in the state and control
+Normal rank
@@ Property / cites work @@
+Time to Build and Aggregate Fluctuations
@@ Property / cites work: Time to Build and Aggregate Fluctuations / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming in stochastic control of systems with delay
+Normal rank
@@ Property / cites work @@
+When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?
+Normal rank
@@ Property / cites work @@
+Q3707054
@@ Property / cites work: Q3707054 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4379368
@@ Property / cites work: Q4379368 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3159178
@@ Property / cites work: Q3159178 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A stochastic portfolio optimization model with complete memory
+Normal rank
@@ Property / cites work @@
+Anticipated backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Learning representations by back-propagating errors
+Normal rank
@@ Property / DOI @@
+.1007/S00498-021-00300-3
@@ Property / DOI: 10.1007/S00498-021-00300-3 / rank @@
+Normal rank