Stochastic Control: from Gradient Methods and Dynamic Programming to Statistical Learning
Controle stochastique: des méthodes de gradients à la programmation dynamique en passant par l'IA
Résumé
In this article the authors wish to contribute to the evaluation of statistical learning for stochastic control. We will review the well known methods for stochastic control and compare their numerical performance to those of a neural network. This will be done on a simple but practical example arising for fishing quotas to preserve the biomass of fish.
| Origine | Fichiers produits par l'(les) auteur(s) |
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