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Solving stochastic optimal control problem via stochastic maximum
  principle with deep learning method

Solving stochastic optimal control problem via stochastic maximum principle with deep learning method

5 July 2020
Shaolin Ji
S. Peng
Ying Peng
Xichuan Zhang
ArXivPDFHTML

Papers citing "Solving stochastic optimal control problem via stochastic maximum principle with deep learning method"

1 / 1 papers shown
Title
A Policy Gradient Framework for Stochastic Optimal Control Problems with Global Convergence Guarantee
A Policy Gradient Framework for Stochastic Optimal Control Problems with Global Convergence Guarantee
Mo Zhou
Jian-Xiong Lu
30
7
0
11 Feb 2023
1