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"Deep learning method for solving stochastic optimal control problem via ..."

Shaolin Ji et al. (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-07-22

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2007-02227
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  - https://dblp.org/rec/journals/corr/abs-2007-02227
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang:
Deep learning method for solving stochastic optimal control problem via stochastic maximum principle. CoRR abs/2007.02227 (2020)

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