Deep Forward-Backward SDEs for Min-max Control

Dynamic modeling and control of a quadrotor using linear and nonlinear approaches

Original

Maki K Habib, Wahied Gharieb Ali Abdelaal, Mohamed Shawky Saad, et al · 1906

Earlier work this paper cites.

On transforming a certain class of stochastic processes by absolutely continuous substitution of measures

Igor Vladimirovich Girsanov · 1960

Earlier work this paper cites.

Differential Games: A Mathematical Theory with Applications to Warfare and Pursuit, Control and Optimization

R. Isaacs · 1965

Earlier work this paper cites.

Exit probabilities and optimal stochastic control

W.H. Fleming · 1971

Earlier work this paper cites.

Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)

I. Karatzas and S. E. Shreve · 1991

Earlier work this paper cites.

H-infinity Optimal Control and Related Minimax Design

T. Basar and P. Berhard · 1995

Earlier work this paper cites.

Risk-sensitive control on an infinite time horizon

Wendell H. Fleming and William M. McEneaney · 1995

Earlier work this paper cites.

LSTM can solve hard long time lag problems

Sepp Hochreiter and Jürgen Schmidhuber · 1997

Earlier work this paper cites.

Stochastic controls: Hamiltonian systems and HJB equations

Jiongmin Yong and Xun Yu Zhou · 1999

Earlier work this paper cites.

Numerical approximations for stochastic differential games

H. Kushner · 2002

Cited alongside, same era.

Minimax differential dynamic programming: An application to robust biped walking

J. Morimoto and C. Atkeson · 2002

Cited alongside, same era.

Minimax differential dynamic programming: Application to a biped walking robot

J. Morimoto, G. Zeglin, and C. Atkeson · 2003

Cited alongside, same era.

Path integrals and symmetry breaking for optimal control theory

H. J. Kappen · 2005

Cited alongside, same era.

Controlled Markov processes and viscosity solutions

W. H. Fleming and H. M. Soner · 2006

Cited alongside, same era.

Understanding the difficulty of training deep feedforward neural networks

Xavier Glorot and Yoshua Bengio · 2010

Cited alongside, same era.

TensorFlow: Large-scale machine learning on heterogeneous systems, 2015

Martín Abadi, Ashish Agarwal, Paul Barham, Eugene Brevdo, Zhifeng Chen, Craig Citro, Greg S. Corrado, Andy Davis, Jeffrey Dean, Matthieu Devin, Sanjay Ghemawat, Ian Goodfellow, Andrew Harp, Geoffrey Irving, Michael Isard, Yangqing Jia, Rafal Jozefowicz, Lukasz Kaiser, Manjunath Kudlur, Josh Levenberg, Dan Mané, Rajat Monga, Sherry Moore, Derek Murray, Chris Olah, Mike Schuster, Jonathon Shlens, Benoit Steiner, Ilya Sutskever, Kunal Talwar, Paul Tucker, Vincent Vanhoucke, Vijay Vasudevan, Fernanda Viégas, Oriol Vinyals, Pete Warden, Martin Wattenberg, Martin Wicke, Yuan Yu, and Xiaoqiang Zheng · 2015

Later among the works it cites.

Learning optimal control via forward and backward stochastic differential equations

Original

I. Exarchos and E. A. Theodorou · 2016

Later among the works it cites.

Game-theoretic and risk-sensitive stochastic optimal control via forward and backward stochastic differential equations

Ioannis Exarchos, Evangelos A Theodorou, and Panagiotis Tsiotras · 2016

Later among the works it cites.

Deep Learning Approximation for Stochastic Control Problems

Original

Jiequn Han et al · 2016

Later among the works it cites.