Discretization and machine learning approximation of BSDEs with a constraint on the gains-process (Q2031302): Difference between revisions

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Latest revision as of 23:14, 25 July 2024

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Discretization and machine learning approximation of BSDEs with a constraint on the gains-process
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    Discretization and machine learning approximation of BSDEs with a constraint on the gains-process (English)
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    9 June 2021
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    constrainted BSDEs
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    discrete-time approximation
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    neural networks approximation
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    facelift transformation
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