Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (Q2168314)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations |
scientific article |
Statements
Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (English)
0 references
31 August 2022
0 references
high-dimensional PDEs
0 references
forward-backward stochastic differential equations
0 references
neural network
0 references
temporal-difference learning
0 references
