Pages that link to "Item:Q2671220"

The following pages link to Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications (Q2671220):

Displaying 13 items.

• An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations (Q2093308) (← links)
• Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
• Automatic model training under restrictive time constraints (Q2108929) (← links)
• Deep learning for constrained utility maximisation (Q2152236) (← links)
• Numerical resolution of McKean-Vlasov FBSDEs using neural networks (Q2684929) (← links)
• Performance of a Markovian neural network versus dynamic programming on a fishing control problem (Q2699283) (← links)
• Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems (Q5056666) (← links)
• Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm (Q6040292) (← links)
• Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (Q6047503) (← links)
• Deep empirical risk minimization in finance: Looking into the future (Q6054448) (← links)
• Neural networks for first order HJB equations and application to front propagation with obstacle terms (Q6087416) (← links)
• Deep reinforcement learning in finite-horizon to explore the most probable transition pathway (Q6118140) (← links)
• Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)