Learning Deep Stochastic Optimal Control Policies using Forward-Backward
SDEs

Learning Deep Stochastic Optimal Control Policies using Forward-Backward SDEs

11 February 2019

Ioannis Exarchos

Evangelos A. Theodorou

Papers citing "Learning Deep Stochastic Optimal Control Policies using Forward-Backward SDEs"

7 / 7 papers shown

Title
A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations Lorenc Kapllani Long Teng 31 2 0 12 Apr 2024
Is $L^2$ Physics-Informed Loss Always Suitable for Training Physics-Informed Neural Network? Chuwei Wang Shanda Li Di He Liwei Wang AI4CE PINN 28 28 0 04 Jun 2022
Convergence of a robust deep FBSDE method for stochastic control Kristoffer Andersson Adam Andersson C. Oosterlee 27 19 0 18 Jan 2022
Learning Locomotion Controllers for Walking Using Deep FBSDE Bolun Dai Virinchi Roy Surabhi Prashanth Krishnamurthy Farshad Khorrami 21 7 0 16 Jul 2021
An overview on deep learning-based approximation methods for partial differential equations C. Beck Martin Hutzenthaler Arnulf Jentzen Benno Kuckuck 30 146 0 22 Dec 2020
Deep Forward-Backward SDEs for Min-max Control Ziyi Wang Keuntaek Lee M. Pereira Ioannis Exarchos Evangelos A. Theodorou 11 14 0 11 Jun 2019
Information Theoretic Model Predictive Control: Theory and Applications to Autonomous Driving Grady Williams P. Drews Brian Goldfain James M. Rehg Evangelos A. Theodorou 76 263 0 07 Jul 2017