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A deep learning method for solving stochastic optimal control problems driven by fully-coupled FBSDEs.

Shaolin JiShige PengYing PengXichuan Zhang
Published in: CoRR (2022)
Keyphrases
  • deep learning
  • dynamic programming
  • pairwise
  • feature selection
  • multiscale
  • unsupervised learning
  • energy function
  • optimal control problems