Singular perturbations in stochastic optimal control with unbounded data
Work
Year: 2023
Type: article
Abstract: We study singular perturbations of a class of two-scale stochastic control systems with unbounded data. The assumptions are designed to cover some relaxation problems for deep neural networks. We cons... more
Authors Martino Bardi, Hicham Kouhkouh
Cites: 34
Cited by: 3
Related to: 10
FWCI: 1.472
Citation percentile (by year/subfield): 57.88
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid