Artificial neural networks to solve dynamic programming problems: a bias-corrected Monte Carlo operator

DOI10.1016/J.JEDC.2024.104853MaRDI QIDQ6572634

Julien Pascal

Publication date: 16 July 2024

Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingMonte Carlomachine learningartificial neural network

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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