Pages that link to "Item:Q2316193"

The following pages link to Machine learning for semi linear PDEs (Q2316193):

Displaying 41 items.

• Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures (Q783094) (← links)
• Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
• Neural networks-based backward scheme for fully nonlinear PDEs (Q2022970) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of Allen-Cahn partial differential equations via truncated full-history recursive multilevel Picard approximations (Q2025321) (← links)
• Discretization and machine learning approximation of BSDEs with a constraint on the gains-process (Q2031302) (← links)
• Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
• Optimally weighted loss functions for solving PDEs with neural networks (Q2068635) (← links)
• Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
• On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations (Q2123971) (← links)
• APFOS-Net: asymptotic preserving scheme for anisotropic elliptic equations with deep neural network (Q2133559) (← links)
• DeepSets and their derivative networks for solving symmetric PDEs (Q2148121) (← links)
• Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms (Q2152480) (← links)
• The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
• Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions (Q2165859) (← links)
• Deep neural networks based temporal-difference methods for high-dimensional parabolic partial differential equations (Q2168314) (← links)
• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
• Numerical solution and bifurcation analysis of nonlinear partial differential equations with extreme learning machines (Q2236543) (← links)
• Extreme learning machine collocation for the numerical solution of elliptic PDEs with sharp gradients (Q2246423) (← links)
• Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications (Q2671220) (← links)
• Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes (Q2680327) (← links)
• Space-time error estimates for deep neural network approximations for differential equations (Q2683168) (← links)
• Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs (Q2683498) (← links)
• Numerical resolution of McKean-Vlasov FBSDEs using neural networks (Q2684929) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• Deep Splitting Method for Parabolic PDEs (Q4958922) (← links)
• Deep backward schemes for high-dimensional nonlinear PDEs (Q4960067) (← links)
• Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
• Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs (Q5021399) (← links)
• Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks (Q5021407) (← links)
• Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
• Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance (Q5162857) (← links)
• Convergence of a Robust Deep FBSDE Method for Stochastic Control (Q5886857) (← links)
• Deep empirical risk minimization in finance: Looking into the future (Q6054448) (← links)
• Physics informed WNO (Q6120131) (← links)
• Meshless methods for American option pricing through physics-informed neural networks (Q6158655) (← links)
• Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)
• Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
• A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations (Q6184720) (← links)
• Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations (Q6201366) (← links)
• Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)