1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.OC2022
Probabilistic Framework of Howard's Policy Iteration: BML Evaluation and Robust Convergence Analysis
Yutian Wang, Yuan-Hua Ni, Zengqiang Chen +1
This paper aims to build a probabilistic framework for Howard's policy iteration algorithm using the language of forward-backward stochastic differential equations (FBSDEs). As opp…
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…