research
∙
07/05/2022
Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems
This paper focuses on finding approximate solutions to the stochastic op...
share
research
∙
04/12/2022
A deep learning method for solving stochastic optimal control problems driven by fully-coupled FBSDEs
In this paper, we mainly focus on the numerical solution of high-dimensi...
research
∙
11/04/2021
A control method for solving high-dimensional Hamiltonian systems through deep neural networks
In this paper, we mainly focus on solving high-dimensional stochastic Ha...
research
∙
02/11/2021
Novel multi-step predictor-corrector schemes for backward stochastic differential equations
Novel multi-step predictor-corrector numerical schemes have been derived...
research
∙
07/05/2020
Deep learning method for solving stochastic optimal control problem via stochastic maximum principle
In this paper, we aim to solve the stochastic optimal control problem vi...
research
∙
07/11/2019