Linear-quadratic stochastic delayed control and deep learning resolution (Q2664898)

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Linear-quadratic stochastic delayed control and deep learning resolution
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    Linear-quadratic stochastic delayed control and deep learning resolution (English)
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    18 November 2021
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    linear-quadratic stochastic control
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    delay
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    Riccati PDEs
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    Markowitz portfolio allocation
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    deep learning
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