Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Zhang, Lekang"'
We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve high-dimensional (e.g., o
Externí odkaz:
http://arxiv.org/abs/2411.08668
