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Langevin algorithms for Markovian Neural Networks and Deep Stochastic control

The dataset used in the paper is a stochastic control problem, where the control is parametrized by a neural network calibrated by gradient descent.

Data and Resources

Cite this as

Pierre Bras, Gilles Pages (2025). Dataset: Langevin algorithms for Markovian Neural Networks and Deep Stochastic control. https://doi.org/10.57702/tksoiuk8

DOI retrieved: January 3, 2025

Additional Info

Field Value
Created January 3, 2025
Last update January 3, 2025
Defined In https://doi.org/10.48550/arXiv.2212.12018
Author Pierre Bras
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Gilles Pages
Homepage https://github.com/Bras-P/langevin-for-stochastic-control