Marcus Pereira, Ziyi Wang, Tianrong Chen, Emily A. Reed, Evangelos A. Theodorou. Feynman-Kac Neural Network Architectures for Stochastic Control Using Second-Order FBSDE Theory. In Alexandre M. Bayen, Ali Jadbabaie, George J. Pappas, Pablo A. Parrilo, Benjamin Recht, Claire J. Tomlin, Melanie N. Zeilinger, editors, Proceedings of the 2nd Annual Conference on Learning for Dynamics and Control, L4DC 2020, Online Event, Berkeley, CA, USA, 11-12 June 2020. Volume 120 of Proceedings of Machine Learning Research, pages 728-738, PMLR, 2020. [doi]
Abstract is missing.