SOC-MartNet: A Martingale Neural Network for the Hamilton–Jacobi–Bellman Equation Without Explicit \(\boldsymbol{\inf\nolimits_{u \in}}\)\(\boldsymbol{{}_{U}H}\) in Stochastic Optimal Controls

作者：Wei Cai, Shuixin Fang, Tao Zhou · 发表于：SIAM Journal on Scientific Computing · 年份：2025 · DOI：10.1137/24m1681033 · 被引用次数：6 · 研究领域：Model Reduction and Neural Networks、Neural Networks and Applications、Control Systems and Identification