"Feynman-Kac Neural Network Architectures for Stochastic Control Using ..."

Marcus Pereira et al. (2020)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2021-08-09

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  dblp key:
  - conf/l4dc/PereiraWCRT20
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  - https://dblp.org/rec/conf/l4dc/PereiraWCRT20
Marcus Pereira, Ziyi Wang, Tianrong Chen, Emily A. Reed, Evangelos A. Theodorou:
Feynman-Kac Neural Network Architectures for Stochastic Control Using Second-Order FBSDE Theory. L4DC 2020: 728-738

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