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Deep Learning for High-Dimensional Continuous-Time Stochastic Optimal Control Without Explicit Solution

Year: 2026

Type: article

Source: Operations Research

DOI: 10.1287/opre.2024.1102

Authors: Jean-Loup Dupret, Donatien Hainaut

Institutions: ETH Zurich, UCLouvain

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7127950979

FWCI: 6.981

Cites: 41

Cited by: 1

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