Linear-quadratic stochastic delayed control and deep learning resolution (Q2664898)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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