Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method
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Institution:中泰证券金融研究院
Title of Paper:Solving Stochastic Optimal Control Problem via Stochastic Maximum Principle with Deep Learning Method
Journal:Journal of Scientific Computing
Document Code:1590613676909711362
Volume:93
Issue:1
Number of Words:7
Translation or Not:No
Date of Publication:2022-09
Release Time:2024-05-17