Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications
Crossref DOI link: https://doi.org/10.1007/s11009-019-09767-9
Published Online: 2021-01-19
Published Print: 2022-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bachouch, Achref
Huré, Côme
Langrené, Nicolas
Pham, Huyên http://orcid.org/0000-0002-9758-3550
Text and Data Mining valid from 2021-01-19
Version of Record valid from 2021-01-19
Article History
Received: 2 January 2019
Revised: 5 September 2019
Accepted: 15 December 2019
First Online: 19 January 2021