most citedDeep BSDE-ML Learning and Its Application to Model-Free Optimal Control

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math.OC2022★ 1 cited

Deep BSDE-ML Learning and Its Application to Model-Free Optimal Control

Yutian Wang, Yuan-Hua Ni

A modified Deep BSDE (backward differential equation) learning method with measurability loss, called Deep BSDE-ML method, is introduced in this paper to solve a kind of linear dec…