A Stochastic Gradient Descent Approach for Stochastic Optimal Control (Q4986620)
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scientific article; zbMATH DE number 7340269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Gradient Descent Approach for Stochastic Optimal Control |
scientific article; zbMATH DE number 7340269 |
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A Stochastic Gradient Descent Approach for Stochastic Optimal Control (English)
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27 April 2021
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stochastic optimal control
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stochastic gradient descent
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maximum principle
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forward backward stochastic differential equations
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