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

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ji, Shaolin, Peng, Shige, Peng, Ying, Zhang, Xichuan
Format:	Preprint
Published:	2022
Subjects:	Optimization and Control Artificial Intelligence
Online Access:	Acceder al recurso
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