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20192022
most citedThree algorithms for solving high-dimensional fully-coupled FBSDEs through deep learning

4 citations · 5 across the 3 of their papers we have counts for

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math.OC2020

Solving stochastic optimal control problem via stochastic maximum principle with deep learning method

Shaolin Ji, Shige Peng, Ying Peng +1

In this paper, we aim to solve the high dimensional stochastic optimal control problem from the view of the stochastic maximum principle via deep learning. By introducing the exten…