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Deep Learning for High-Dimensional Continuous-Time Stochastic Optimal Control Without Explicit Solution.

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Bibliographic Details
Title: Deep Learning for High-Dimensional Continuous-Time Stochastic Optimal Control Without Explicit Solution.
Authors: Dupret, Jean-Loup1 (AUTHOR) jeanloup.dupret@math.ethz.ch, Hainaut, Donatien2 (AUTHOR) donatien.hainaut@uclouvain.be
Source: Operations Research. May/Jun2026, Vol. 74 Issue 3, p1241-1262. 22p.
Database: Business Source Ultimate
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ISSN:0030364X
DOI:10.1287/opre.2024.1102