"A Neural RDE approach for continuous-time non-Markovian stochastic control ..."

Melker Hoglund et al. (2023)

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DOI: 10.48550/ARXIV.2306.14258

access: open

type: Informal or Other Publication

metadata version: 2024-04-23

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  - journals/corr/abs-2306-14258
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  - https://dblp.org/rec/journals/corr/abs-2306-14258
Melker Hoglund, Emilio Ferrucci, Camilo Hernández, Aitor Muguruza Gonzalez, Cristopher Salvi, Leandro Sánchez-Betancourt, Yufei Zhang:
A Neural RDE approach for continuous-time non-Markovian stochastic control problems. CoRR abs/2306.14258 (2023)

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