@article{deeplearningapproximationforstochastic,
  title = {Deep Learning Approximation for Stochastic Control Problems},
  author = {Jiequn Han and Weinan E},
  year = {2016},
  eprint = {1611.07422},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1611.07422v1},
}