Pages that link to "Item:Q2676795"
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The following pages link to Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795):
Displaying 12 items.
- Stochastic optimal control via forward and backward stochastic differential equations and importance sampling (Q680513) (← links)
- Solving higher-dimensional continuous-time stochastic control problems by value function regression (Q1960551) (← links)
- Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically (Q2121191) (← links)
- Deep learning for constrained utility maximisation (Q2152236) (← links)
- A mean-field optimal control formulation of deep learning (Q2319864) (← links)
- Solving stochastic optimal control problems by a Wiener chaos approach (Q2510585) (← links)
- Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications (Q2671220) (← links)
- An approach to solving optimal control problems of nonlinear systems by introducing detail-reward mechanism in deep reinforcement learning (Q2688600) (← links)
- SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems (Q5058288) (← links)
- Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
- Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm (Q6040292) (← links)
- Incomplete information mean-field games and related Riccati equations (Q6655797) (← links)