Solving HJB equation by using least square machine learning method
Author:
Affiliation:
1. Laboratory of Mathematics of Decision and Numerical Analysis (LMDAN), Department of Mathematics of Decision(DMD)-FASEG, University of Cheikh Anta Diop BP 45087, 10700. Dakar, Senegal
Publisher
American Institute of Mathematical Sciences (AIMS)
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W. H. Fleming and H. M. Soner, Controlled Markov Process and Viscosity Solutions, Springer Science+Business Media, Inc. New York, 2006.
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