Performance of a Markovian neural network versus dynamic programming on a fishing control problem

DOI10.3934/puqr.2023006OpenAlexW4361950944MaRDI QIDQ2699283

Mathieu Laurière, Gilles Pagès, Olivier Pironneau

Publication date: 26 April 2023

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.06856

zbMATH Keywords

neural networksstochastic optimal controlpopulation dynamicspartial differential equations

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Optimal stochastic control (93E20)

Uses Software

• FreeFem++

Cites Work

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• Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
• Optimal quadratic quantization for numerics: the Gaussian case
• Quadratic-Variation-Based Dynamic Strategies
• New development in freefem++
• Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control
• Dynamic programming for mean-field type control

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