Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795)
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scientific article
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| English | Solving stochastic optimal control problem via stochastic maximum principle with deep learning method |
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Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (English)
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28 September 2022
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stochastic control
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deep neural networks
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stochastic maximum principle
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Hamiltonian system
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PDEs
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0.827165961265564
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0.7932085394859314
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0.7835655212402344
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0.7776991128921509
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0.776875913143158
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