Deep neural networks algorithms for stochastic control problems on
finite horizon: numerical applications

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Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications

13 December 2018

Achref Bachouch

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Papers citing "Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications"

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Title
Reinforcement learning Florentin Wörgötter 82 2,532 0 16 May 2024
Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size Huafu Liao Alpár R. Mészáros Chenchen Mou Chao Zhou 72 2 0 08 Apr 2024
Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis Côme Huré H. Pham Achref Bachouch N. Langrené 55 66 0 11 Dec 2018
Machine Learning for semi linear PDEs Quentin Chan-Wai-Nam Joseph Mikael X. Warin ODL 73 113 0 20 Sep 2018
Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations Weinan E Jiequn Han Arnulf Jentzen 125 798 0 15 Jun 2017