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"Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural ..."

Nikolas Nüsken, Lorenz Richter (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-05-14

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2005-05409
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2005-05409
Nikolas Nüsken, Lorenz Richter:
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space. CoRR abs/2005.05409 (2020)

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