Recurrent neural networks for stochastic control problems with delay
From MaRDI portal
Publication:2061009
DOI10.1007/s00498-021-00300-3zbMath1478.93661arXiv2101.01385OpenAlexW3192853753MaRDI QIDQ2061009
Publication date: 13 December 2021
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.01385
recurrent neural networksdeep learningstochastic differential delay equationsstochastic control with delay
Linear-quadratic optimal control problems (49N10) Stochastic functional-differential equations (34K50) Stochastic systems in control theory (general) (93E03) Portfolio theory (91G10) Delay control/observation systems (93C43) Networked control (93B70)
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