Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (Q2168314): Difference between revisions

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Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations
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    Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (English)
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    31 August 2022
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    high-dimensional PDEs
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    forward-backward stochastic differential equations
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    neural network
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    temporal-difference learning
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