Convergence of the deep BSDE method for coupled FBSDEs (Q2223111): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the deep BSDE method for coupled FBSDEs |
scientific article |
Statements
Convergence of the deep BSDE method for coupled FBSDEs (English)
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28 January 2021
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forward-backward SDE
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weakly coupled condition
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deep learning
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high dimension
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numerics
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