@article{solvinghighdimensionalhamiltonjacobi,
  title = {Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space},
  author = {Nikolas Nüsken and Lorenz Richter},
  year = {2020},
  eprint = {2005.05409},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2005.05409v2},
}