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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...
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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...
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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...
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02/11/2021
Novel multi-step predictor-corrector schemes for backward stochastic differential equations
Novel multi-step predictor-corrector numerical schemes have been derived...
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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...
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07/11/2019
