Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (Q2168314): Difference between revisions
From MaRDI portal
Latest revision as of 00:33, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations |
scientific article |
Statements
Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (English)
0 references
31 August 2022
0 references
high-dimensional PDEs
0 references
forward-backward stochastic differential equations
0 references
neural network
0 references
temporal-difference learning
0 references
0 references
0 references
0 references
0 references