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

From MaRDI portal
Set OpenAlex properties.
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s00498-021-00300-3 / rank
Normal rank
 
Property / arXiv ID
 
Property / arXiv ID: 2101.01385 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time-to-build and cycles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic control problems with delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Learning Deep Architectures for AI / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving the quantum many-body problem with artificial neural networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2807034 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence Analysis of Machine Learning Algorithms for the Numerical Solution of Mean Field Control and Games I: The Ergodic Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite difference approximation for stochastic optimal stopping problems with delays / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum principle for the stochastic optimal control problem with delay and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic programming principle for stochastic recursive optimal control problem with delayed systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Delayed stochastic linear-quadratic control problem and related applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Solvable Stochastic Control Problems With Delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic control problem with delay arising in a pension fund model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discretisation of stochastic control problems for continuous time dynamics with delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: 10.1162/153244303768966139 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3375703 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving high-dimensional partial differential equations using deep learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving high-dimensional eigenvalue problems using deep neural networks: a diffusion Monte Carlo like approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniformly accurate machine learning-based hydrodynamic models for kinetic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving many-electron Schrödinger equation using deep neural networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deep fictitious play for stochastic differential games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5687977 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for controlled stochastic delay systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical approximations for stochastic systems with delays in the state and control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time to Build and Aggregate Fluctuations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic programming in stochastic control of systems with delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3707054 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4379368 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3159178 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic portfolio optimization model with complete memory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Anticipated backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Learning representations by back-propagating errors / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S00498-021-00300-3 / rank
 
Normal rank

Latest revision as of 22:10, 16 December 2024

scientific article
Language Label Description Also known as
English
Recurrent neural networks for stochastic control problems with delay
scientific article

    Statements

    Recurrent neural networks for stochastic control problems with delay (English)
    0 references
    0 references
    0 references
    13 December 2021
    0 references
    deep learning
    0 references
    stochastic control with delay
    0 references
    recurrent neural networks
    0 references
    stochastic differential delay equations
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references