Deep Learning for High-Dimensional Continuous-Time Stochastic Optimal Control Without Explicit Solution
Published Online:5 Feb 2026https://doi.org/10.1287/opre.2024.1102
Volume 74, Issue 3
May-June 2026
Pages v-x, 1153-1728, iii-iv
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- Received:June 10, 2024
- Accepted:January 08, 2026
- Published Online:February 05, 2026
Copyright © 2026, INFORMS
Cite as
Jean-Loup Dupret, Donatien Hainaut (2026) Deep Learning for High-Dimensional Continuous-Time Stochastic Optimal Control Without Explicit Solution. Operations Research 74(3):1241-1262.
https://doi.org/10.1287/opre.2024.1102
Keywords
The authors thank the two anonymous referees for helpful comments related to this work. The data sets and code generated and/or analyzed during the current study are available from the corresponding author on reasonable request.
