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20172026
most citedTowards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations

12 citations · 18 across the 11 of their papers we have counts for

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math.OC2017

Arbitrarily Tight Bounds on a Singularly Perturbed Linear-Quadratic Optimal Control Problem

Sei Howe, Panos Parpas

We calculate arbitrarily tight upper and lower bounds on an unconstrained control, linear-quadratic, singularly perturbed optimal control problem whose exact solution is computatio…