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Learning Deep Stochastic Optimal Control Policies Using Forward-Backward SDEs
Learning Deep Stochastic Optimal Control Policies Using Forward-Backward SDEs
2019
Ziyi Wang
Marcus A. Pereira
Ioannis Exarchos
Evangelos A. Theodorou
Keywords:
Machine learning
Computer science
Artificial intelligence
Mathematical optimization
Stochastic control
forward backward
Correction
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