Gradient convergence of deep learning-based numerical methods for BSDEs (Q2044106)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient convergence of deep learning-based numerical methods for BSDEs |
scientific article |
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Gradient convergence of deep learning-based numerical methods for BSDEs (English)
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4 August 2021
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PDEs
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BSDEs
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deep learning
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nonconvex stochastic programming
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convergence result
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