activity
20182026
most citedMulti-scale Deep Neural Network (MscaleDNN) Methods for Oscillatory Stokes Flows in Complex Domains

61 citations · 83 across the 13 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2024

Martingale deep neural network for very high-dimensional stochastic optimal controls

Wei Cai, Shuixin Fang, Wenzhong Zhang +1

We propose a martingale deep learning method for very high-dimensional stochastic optimal control problems (SOCPs) via their associated Hamilton--Jacobi--Bellman equations and the…