Distributional offline continuous-time reinforcement learning with neural physics-informed PDEs (SciPhy RL for DOCTR-L)
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Software
Link
https://link.springer.com/content/pdf/10.1007/s00521-023-09300-7.pdf
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3. Beck C et al (2018) Solving stochastic differential equations and Kolmogorov equations by means of deep learning. arXiv:1806.00421
4. Beck C et al (2020) An overview of deep learning-based approximation methods for partial differential equations. arXiv:2012.12348
5. Bennati E, Rosa-Clot M, Taddei S (1999) A path integral approach to derivative security pricing I: formalism and analytical results. Int J Theor Appl Finance 02(04):381–407
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