activity
20202022
most citedDifferential learning methods for solving fully nonlinear PDEs

1 citations · 1 across the 1 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2021

Linear-quadratic stochastic delayed control and deep learning resolution

William Lefebvre, Enzo Miller

We consider a class of stochastic control problems with a delayed control, both in drift and diffusion, of the type dX t = t--d (bdt + dW t). We provide a new characterizati…