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Feynman-Kac Neural Network Architectures for Stochastic Control Using Second-Order FBSDE Theory.
Marcus Pereira
Ziyi Wang
Tianrong Chen
Emily A. Reed
Evangelos A. Theodorou
Published in:
L4DC (2020)
Keyphrases
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stochastic control
optimal control
operations management
high order
control problems
higher order
queueing systems