Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications (Q2671220)

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Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications
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    Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications (English)
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    3 June 2022
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    deep learning
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    policy learning
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    performance iteration
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    value iteration
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    Monte Carlo
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    quantization
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