Save Big on Coursera Plus. 7,000+ courses at $160 off. Limited Time Only! Grab it Explore the innovative SciPhy RL method for solving stochastic optimal control problems in continuous time during this 48-minute talk from the Toronto Machine Learning Series. Delve into the application of neural networks to solve the 'soft HJB equation', a generalization of the classical Hamilton-Jacobi-Bellman (HJB) equation. Gain insights from Igor Halperin, AI Research Associate at Fidelity Investments, as he presents numerical examples demonstrating SciPhy RL's performance in high-dimensional optimal control tasks and discusses its potential applications. Learn from Halperin's extensive experience in statistical and financial modeling, including his work in option pricing, credit portfolio risk modeling, and portfolio optimization.