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Neural Network Architectures for Stochastic Control using the Nonlinear Feynman-Kac Lemma.
Marcus Pereira
Ziyi Wang
Ioannis Exarchos
Evangelos A. Theodorou
Published in:
CoRR (2019)
Keyphrases
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stochastic control
optimal control
control problems
queueing systems
operations management
multiscale
dynamic programming
function approximation