Q5043153 (Q5043153): Difference between revisions

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+Universal approximation bounds for superpositions of a sigmoidal function
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+Approximation and estimation bounds for artificial neural networks
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+Deep optimal stopping
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+Approximation by superpositions of a sigmoidal function
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Backward Stochastic Differential Equations in Finance
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+Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
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+Solving high-dimensional partial differential equations using deep learning
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+Deep backward schemes for high-dimensional nonlinear PDEs
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+Multilayer feedforward networks are universal approximators
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+Discretization and machine learning approximation of BSDEs with a constraint on the gains-process
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+Backward SDEs with constrained jumps and quasi-variational inequalities
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+On best approximation by ridge functions
@@ Property / cites work: On best approximation by ridge functions / rank @@
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+Lower bounds for approximation by MLP neural networks
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+Numerical probability. An introduction with applications to finance
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+Q4379369
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+Continuous-time stochastic control and optimization with financial applications
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+Probabilistic interpretation of a system of semilinear parabolic partial differential equations
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+Constrained BSDEs, viscosity solutions of variational inequalities and their applications
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+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
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+Optimal stochastic control, stochastic target problems, and backward SDE.
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