Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis (Q5151934)

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scientific article; zbMATH DE number 7314381
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Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis
scientific article; zbMATH DE number 7314381

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    Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis (English)
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    23 February 2021
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    deep learning
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    dynamic programming
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    performance iteration
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    convergence analysis
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    statistical risk
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