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Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis.
Côme Huré
Huyên Pham
Achref Bachouch
Nicolas Langrené
Published in:
SIAM J. Numer. Anal. (2021)
Keyphrases
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convergence analysis
control problems
neural network
finite horizon
learning algorithm
global convergence
convergence rate
control system
optimality conditions
reinforcement learning
markov decision processes
approximation algorithms