Xingjian Li, Deepanshu Verma, Lars Ruthotto. A Neural Network Approach for Stochastic Optimal Control. SIAM J. Scientific Computing, 46(5):535, 2024. [doi]
@article{LiVR24,
title = {A Neural Network Approach for Stochastic Optimal Control},
author = {Xingjian Li and Deepanshu Verma and Lars Ruthotto},
year = {2024},
doi = {10.1137/23m155832x},
url = {https://doi.org/10.1137/23m155832x},
researchr = {https://researchr.org/publication/LiVR24},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {46},
number = {5},
pages = {535},
}