Convergence of the deep BSDE method for coupled FBSDEs (Q2223111)
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English | Convergence of the deep BSDE method for coupled FBSDEs |
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Convergence of the deep BSDE method for coupled FBSDEs (English)
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28 January 2021
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forward-backward SDE
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weakly coupled condition
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deep learning
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high dimension
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numerics
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