Discretization and machine learning approximation of BSDEs with a constraint on the gains-process (Q2031302)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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