Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications - Bachouch, Achref; Huré, Côme; Langrené, Nicolas; Pham, Huyên (Methodology and computing in applied probability, 2022)
Keywords: Algorithms; Artificial neural networks; Business and Management; Deep learning; Distributed generation; Economics; Electrical Engineering; Energy storage; Iterative methods; Life Sciences; Machine learning; Mathematics and Statistics; Neural networks; Optimal control; Partial differential equations; Statistics; Stochastic processes; Deep learning; Quantization; Performance iteration; Value iteration; Monte Carlo; Policy learning