Deep backward schemes for high-dimensional nonlinear PDEs (Q4960067): Difference between revisions

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Revision as of 23:43, 19 March 2024

scientific article; zbMATH DE number 7188531
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Deep backward schemes for high-dimensional nonlinear PDEs
scientific article; zbMATH DE number 7188531

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    Deep backward schemes for high-dimensional nonlinear PDEs (English)
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    8 April 2020
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    deep neural networks
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    nonlinear PDEs in high dimension
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    optimal stopping problem
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    backward stochastic differential equations
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