Deep learning algorithms for stochastic control on finite horizon
1 : laboratoire de probabilites et modeles aleaotoires
(LPMA)
Université Paris Diderot - Paris 7
2 : Université Paris Diderot - Paris 7
(UPD7)
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* : Corresponding author
LPSM
5 rue Thomas-Mann - 75205 Paris cedex 13 -
France
Deep learning algorithms for stochastic control on finite horizon
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