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Deep Forward-Backward SDEs for Min-max Control

Ziyi Wang, Keuntaek Lee, Marcus A. Pereira, Ioannis Exarchos, Evangelos A. Theodorou. Deep Forward-Backward SDEs for Min-max Control. In 58th IEEE Conference on Decision and Control, CDC 2019, Nice, France, December 11-13, 2019. pages 6807-6814, IEEE, 2019. [doi]

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