Deep learning for constrained utility maximisation (Q2152236)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep learning for constrained utility maximisation |
scientific article |
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Deep learning for constrained utility maximisation (English)
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7 July 2022
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stochastic control
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deep learning
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primal and dual BSDEs
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HJB equation
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utility maximisation
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