Deep-control of memory via stochastic optimal control and deep learning

DOI10.1007/978-3-031-49218-1_16MaRDI QIDQ6850006zbMATH OpenFDO

Authors Emel Savku

Publication date 4 March 2026

Full work available at URL https://doi.org/10.1007/978-3-031-49218-1_16

Mathematics Subject Classification ID

Portfolio theory (91G10) Optimal stochastic control (93E20)

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Cited in

(2)

• An approach for regime-switching stochastic control problems with memory and terminal conditions
• Memory and anticipation: two main theorems for Markov regime-switching stochastic processes

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