Control Theory
全耦合随机微分方程组
Fully-Coupled FBSDEsA system of backward stochastic differential equations (BSDEs) coupled with forward stochastic differential equations (SDEs) / 全耦合随机微分方程组，指由反向随机微分方程（BSDE）与正向随机微分方程（SDE）耦合组成的系统。
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- 数学理论
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- 农场主
- Last updated
- 2026-10-23 19:00:43
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ranked by community starsA deep learning method for solving stochastic optimal control problems driven by fully-coupled FBSDEsOpen source
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