A neural network approach for stochastic optimal control (Q6598497)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A neural network approach for stochastic optimal control |
scientific article; zbMATH DE number 7906815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A neural network approach for stochastic optimal control |
scientific article; zbMATH DE number 7906815 |
Statements
A neural network approach for stochastic optimal control (English)
0 references
5 September 2024
0 references
Hamilton-Jacobi-Bellman equation
0 references
high-dimensional stochastic optimal control
0 references
forward-backward stochastic differential equations
0 references
neural networks
0 references
stochastic maximum principle
0 references
0 references
0 references
0 references
0 references
0 references
