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"A deep learning method for solving stochastic optimal control problems ..."

Shaolin Ji et al. (2022)

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DOI: 10.48550/ARXIV.2204.05796

access: open

type: Informal or Other Publication

metadata version: 2022-04-20

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  dblp key:
  - journals/corr/abs-2204-05796
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  - https://dblp.org/rec/journals/corr/abs-2204-05796
Shaolin Ji, Shige Peng, Ying Peng, Xichuan Zhang:
A deep learning method for solving stochastic optimal control problems driven by fully-coupled FBSDEs. CoRR abs/2204.05796 (2022)

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