SOC-MartNet: a martingale neural network for the Hamilton-Jacobi-Bellman equation without explicit \(\inf_{u\in U}H\) in stochastic optimal controls (Q6959697)
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scientific article; zbMATH DE number 8063365
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| English | SOC-MartNet: a martingale neural network for the Hamilton-Jacobi-Bellman equation without explicit \(\inf_{u\in U}H\) in stochastic optimal controls |
scientific article; zbMATH DE number 8063365 |
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SOC-MartNet: a martingale neural network for the Hamilton-Jacobi-Bellman equation without explicit \(\inf_{u\in U}H\) in stochastic optimal controls (English)
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15 July 2025
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martingale neural network
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Hamilton-Jacobi-Bellman equation
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stochastic optimal control
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