A derivative-free projection algorithm with randomized neural networks solves high-dimensional stochastic optimal control and mean field control problems by regressing controls instead of minimizing loss via backpropagation.
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An Effective Particle Gradient Projection Method for Solving Stochastic and Mean Field Control Problem
A derivative-free projection algorithm with randomized neural networks solves high-dimensional stochastic optimal control and mean field control problems by regressing controls instead of minimizing loss via backpropagation.